-86.0%
TMF vs MTCH
+201.0%
-287.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.3% | -1.7% |
| 7D | -0.9% | -2.4% | +1.5% | -0.9% |
| 30D | -1.0% | +12.8% | -13.8% | -1.0% |
| 3M | -11.3% | +20.0% | -31.2% | -11.2% |
| 6M | -22.7% | +34.7% | -57.4% | -22.6% |
| YTD | -17.3% | +30.6% | -47.9% | -17.3% |
| 1Y | -22.5% | +10.9% | -33.4% | -22.5% |
| 3Y | -43.2% | -2.0% | -41.2% | -43.7% |
| 5Y | -88.3% | -72.6% | -15.7% | -89.3% |
| All | -86.0% | +201.0% | -287.1% | -86.2% |
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