+309.3%
TEL vs MTCH
+208.0%
+101.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.4% | +2.2% | +3.3% |
| 7D | +1.6% | +1.3% | +0.3% | +1.3% |
| 30D | -0.7% | +15.9% | -16.5% | -3.7% |
| 3M | +2.4% | +23.3% | -20.8% | -2.2% |
| 6M | +4.1% | +40.1% | -36.0% | -3.5% |
| YTD | -5.8% | +33.6% | -39.4% | -12.0% |
| 1Y | +0.9% | +14.1% | -13.2% | -2.8% |
| 3Y | +72.6% | +1.4% | +71.2% | +66.0% |
| 5Y | +57.5% | -73.1% | +130.7% | +89.4% |
| All | +309.3% | +208.0% | +101.3% | +198.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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