-20.7%
TLT vs MTCH
+208.0%
-228.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | +0.1% |
| 7D | -1.6% | +1.3% | -2.9% | -1.6% |
| 30D | -1.1% | +15.9% | -17.0% | -1.1% |
| 3M | -4.9% | +23.3% | -28.1% | -4.8% |
| 6M | -5.0% | +40.1% | -45.2% | -5.0% |
| YTD | -4.4% | +33.6% | -38.0% | -4.3% |
| 1Y | -6.4% | +14.1% | -20.5% | -6.4% |
| 3Y | -2.0% | +1.4% | -3.4% | -2.2% |
| 5Y | -35.0% | -73.1% | +38.1% | -37.1% |
| All | -20.7% | +208.0% | -228.7% | -21.0% |
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