+379.6%
META vs TT
+887.4%
-507.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.7% |
| 7D | +6.7% | -0.2% | +6.9% | +6.8% |
| 30D | +4.8% | -7.4% | +12.1% | +8.8% |
| 3M | -1.6% | -3.2% | +1.6% | -0.5% |
| 6M | -7.5% | +1.1% | -8.6% | -8.8% |
| YTD | -6.4% | +15.6% | -22.0% | -14.1% |
| 1Y | -17.3% | +9.2% | -26.5% | -22.6% |
| 3Y | +109.9% | +124.4% | -14.4% | +34.4% |
| 5Y | +65.4% | +138.0% | -72.6% | 0.0% |
| All | +379.6% | +887.4% | -507.8% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling