+1,527.5%
META vs TTMI
+1,198.9%
+328.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.8% | -7.9% | -0.8% |
| 7D | +6.7% | +5.9% | +0.8% | +5.4% |
| 30D | +4.8% | -4.3% | +9.1% | +5.2% |
| 3M | -1.6% | -32.0% | +30.4% | +4.4% |
| 6M | -7.5% | +19.5% | -26.9% | -15.4% |
| YTD | -6.4% | +82.0% | -88.4% | -23.8% |
| 1Y | -17.3% | +172.6% | -190.0% | -40.3% |
| 3Y | +109.9% | +744.7% | -634.7% | +10.2% |
| 5Y | +65.4% | +805.6% | -740.2% | -15.9% |
| 10Y | +391.8% | +1,057.6% | -665.8% | +129.0% |
| All | +1,527.5% | +1,198.9% | +328.6% | +614.7% |
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