+404.3%
META vs TTD
+435.2%
-30.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.6% |
| 7D | -0.8% | +5.2% | -6.0% | -2.0% |
| 30D | -15.4% | +6.9% | -22.4% | -17.0% |
| 3M | +3.5% | -26.8% | +30.3% | +9.9% |
| 6M | -0.3% | -46.1% | +45.9% | +13.1% |
| YTD | -7.3% | -65.9% | +58.6% | +15.6% |
| 1Y | -1.1% | -71.8% | +70.7% | +29.0% |
| 3Y | +95.1% | -83.3% | +178.4% | +162.3% |
| 5Y | +80.6% | -81.1% | +161.7% | +120.7% |
| All | +404.3% | +435.2% | -30.9% | +301.6% |
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