-20.1%
MTCH vs TW
+206.7%
-226.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.7% |
| 7D | +1.3% | -4.5% | +5.7% | +3.0% |
| 30D | +15.9% | -2.3% | +18.1% | +16.8% |
| 3M | +23.3% | +2.6% | +20.7% | +21.0% |
| 6M | +40.1% | -17.5% | +57.7% | +49.2% |
| YTD | +33.6% | -5.3% | +38.9% | +34.1% |
| 1Y | +14.1% | -14.8% | +28.8% | +19.2% |
| 3Y | +1.4% | +18.8% | -17.4% | -14.8% |
| 5Y | -73.1% | +20.7% | -93.9% | -78.3% |
| All | -20.1% | +206.7% | -226.8% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling