+16.0%
TFC vs MTCH
-72.5%
+88.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | +0.1% |
| 7D | -2.5% | -1.4% | -1.0% | -2.1% |
| 30D | -2.8% | +13.6% | -16.5% | -6.0% |
| 3M | +2.1% | +22.4% | -20.2% | -3.4% |
| 6M | +10.1% | +37.2% | -27.1% | +0.7% |
| YTD | +5.4% | +31.8% | -26.4% | -2.8% |
| 1Y | +16.3% | +12.9% | +3.4% | +11.5% |
| 3Y | +95.9% | -1.1% | +97.0% | +88.2% |
| 5Y | +16.0% | -73.5% | +89.5% | +36.1% |
| All | +16.0% | -72.5% | +88.5% | +36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling