+370.1%
META vs TTD
+345.6%
+24.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.2% | -0.8% | -3.2% |
| 7D | -3.1% | -1.9% | -1.2% | -2.7% |
| 30D | -18.1% | +7.5% | -25.6% | -19.7% |
| 3M | +2.9% | -32.4% | +35.3% | +11.2% |
| 6M | +0.2% | -47.9% | +48.1% | +14.4% |
| YTD | -8.1% | -66.3% | +58.2% | +14.6% |
| 1Y | -4.5% | -73.1% | +68.6% | +25.5% |
| 3Y | +94.2% | -83.8% | +178.0% | +162.3% |
| 5Y | +79.1% | -81.3% | +160.4% | +119.1% |
| 10Y | +405.9% | +436.7% | -30.8% | +282.2% |
| All | +370.1% | +345.6% | +24.6% | +259.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling