+86.2%
META vs TTMI
+449.2%
-363.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +9.0% | -10.9% | -3.8% |
| 7D | -0.2% | +7.2% | -7.4% | -2.0% |
| 30D | -15.4% | -28.7% | +13.3% | -11.0% |
| 3M | +5.0% | -39.8% | +44.8% | +13.3% |
| 6M | +5.2% | -51.7% | +56.9% | +16.5% |
| YTD | -4.5% | +14.1% | -18.6% | -19.6% |
| 1Y | +0.6% | +16.0% | -15.3% | -17.0% |
| 3Y | +93.1% | +452.7% | -359.6% | -14.2% |
| All | +86.2% | +449.2% | -363.0% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling