+62.8%
META vs TT
+140.2%
-77.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.6% |
| 7D | +6.7% | -0.2% | +6.9% | +6.9% |
| 30D | +4.8% | -7.4% | +12.1% | +9.8% |
| 3M | -1.6% | -3.2% | +1.6% | -0.4% |
| 6M | -7.5% | +1.1% | -8.6% | -9.5% |
| YTD | -6.4% | +15.6% | -22.0% | -16.5% |
| 1Y | -17.3% | +9.2% | -26.5% | -24.4% |
| 3Y | +109.9% | +124.4% | -14.4% | +8.9% |
| All | +62.8% | +140.2% | -77.4% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling