-86.5%
TMF vs MTCH
+203.9%
-290.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.4% | -3.4% |
| 7D | -4.8% | -1.4% | -3.3% | -4.8% |
| 30D | -4.9% | +13.6% | -18.5% | -4.9% |
| 3M | -13.4% | +22.4% | -35.8% | -13.4% |
| 6M | -23.0% | +37.2% | -60.2% | -23.0% |
| YTD | -20.2% | +31.8% | -52.0% | -20.1% |
| 1Y | -26.5% | +12.9% | -39.4% | -26.5% |
| 3Y | -45.2% | -1.1% | -44.0% | -45.6% |
| 5Y | -88.4% | -73.5% | -14.9% | -89.5% |
| All | -86.5% | +203.9% | -290.4% | -86.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling