+107.3%
META vs TTD
-81.8%
+189.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.4% | +5.4% | +1.8% |
| 7D | +6.7% | +6.3% | +0.4% | +5.4% |
| 30D | +4.8% | -23.9% | +28.6% | +9.5% |
| 3M | -1.6% | -31.4% | +29.8% | +4.8% |
| 6M | -7.5% | -42.7% | +35.2% | +0.7% |
| YTD | -6.4% | -62.0% | +55.6% | +10.5% |
| 1Y | -17.3% | -72.2% | +54.9% | +3.7% |
| All | +107.3% | -81.8% | +189.1% | +155.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling