+95.6%
TFC vs MTCH
+208.0%
-112.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.2% | -0.1% |
| 7D | -2.4% | +1.3% | -3.7% | -2.7% |
| 30D | -3.4% | +15.9% | -19.2% | -6.1% |
| 3M | +0.4% | +23.3% | -22.8% | -3.8% |
| 6M | +12.7% | +40.1% | -27.5% | +5.0% |
| YTD | +5.6% | +33.6% | -28.0% | -0.9% |
| 1Y | +16.0% | +14.1% | +1.9% | +12.2% |
| 3Y | +94.0% | +1.4% | +92.6% | +87.6% |
| 5Y | +16.2% | -73.1% | +89.3% | +32.1% |
| All | +95.6% | +208.0% | -112.5% | +70.3% |
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