+5.6%
META vs TTMI
+6.4%
-0.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.9% | +5.8% | +3.2% |
| 7D | +5.2% | +11.4% | -6.2% | +4.0% |
| 30D | -13.0% | -28.3% | +15.3% | -11.2% |
| 3M | +7.9% | -46.7% | +54.6% | +12.0% |
| 6M | +4.2% | -56.1% | +60.4% | +9.8% |
| YTD | -2.5% | +7.4% | -9.9% | -7.2% |
| 1Y | +5.6% | +17.4% | -11.8% | -2.2% |
| All | +5.6% | +6.4% | -0.8% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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