+0.8%
META vs TTD
-72.7%
+73.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.4% | +1.1% |
| 7D | +2.9% | +3.7% | -0.8% | +2.4% |
| 30D | -15.1% | +10.4% | -25.5% | -16.2% |
| 3M | +7.2% | -31.6% | +38.8% | +12.0% |
| 6M | +3.4% | -45.1% | +48.5% | +9.7% |
| YTD | -4.3% | -65.1% | +60.8% | +9.3% |
| 1Y | +0.8% | -72.0% | +72.8% | +20.4% |
| All | +0.8% | -72.7% | +73.4% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 1y: compounded portfolio wealth divided by compounded TTD 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…
1y analysis · Full analysis span regression · 6 months rolling