+1,451.9%
TFC vs MTCH
+14,357.7%
-12,905.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.9% |
| 7D | +2.2% | -1.8% | +4.1% | +2.5% |
| 30D | -2.5% | +10.4% | -12.9% | -4.0% |
| 3M | +4.5% | +21.0% | -16.5% | +1.2% |
| 6M | +11.0% | +36.6% | -25.7% | +5.2% |
| YTD | +5.9% | +29.7% | -23.8% | +1.1% |
| 1Y | +14.6% | +8.6% | +6.0% | +12.4% |
| 3Y | +96.7% | -2.7% | +99.4% | +93.3% |
| 5Y | +15.6% | -72.9% | +88.5% | +32.9% |
| 10Y | +98.6% | +185.0% | -86.4% | +52.6% |
| All | +1,451.9% | +14,357.7% | -12,905.8% | +867.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling