+462.9%
META vs TTD
+513.2%
-50.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +2.6% |
| 7D | +5.2% | +21.3% | -16.1% | +0.3% |
| 30D | -13.0% | +28.7% | -41.7% | -18.4% |
| 3M | +7.9% | +7.7% | +0.2% | +5.3% |
| 6M | +4.2% | -23.5% | +27.7% | +8.7% |
| YTD | -2.5% | -58.7% | +56.2% | +16.0% |
| 1Y | +5.6% | -63.4% | +69.0% | +29.3% |
| 3Y | +96.8% | -75.3% | +172.1% | +141.6% |
| 5Y | +90.0% | -84.4% | +174.4% | +140.6% |
| All | +462.9% | +513.2% | -50.3% | +315.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling