+1,511.3%
META vs TTMI
+587.8%
+923.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.9% | -6.1% | -0.6% |
| 7D | -0.8% | -19.8% | +19.0% | +3.3% |
| 30D | -15.4% | -48.1% | +32.7% | -5.1% |
| 3M | +3.5% | -51.2% | +54.7% | +16.7% |
| 6M | -0.3% | -59.6% | +59.3% | +14.5% |
| YTD | -7.3% | -3.6% | -3.7% | -16.0% |
| 1Y | -1.1% | -2.3% | +1.3% | -11.6% |
| 3Y | +95.1% | +369.4% | -274.3% | +13.2% |
| 5Y | +80.6% | +365.4% | -284.9% | +3.0% |
| 10Y | +410.1% | +413.2% | -3.1% | +172.2% |
| All | +1,511.3% | +587.8% | +923.5% | +688.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling