-82.1%
TMF vs MTCH
+142.9%
-225.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | -9.3% | +6.7% | -15.9% | -9.3% |
| 30D | +1.9% | -1.8% | +3.7% | +1.9% |
| 3M | -11.2% | +12.2% | -23.5% | -11.2% |
| 6M | -17.7% | +16.6% | -34.3% | -17.7% |
| YTD | -24.5% | +31.8% | -56.3% | -24.4% |
| 1Y | -29.4% | +30.8% | -60.3% | -29.4% |
| 3Y | -33.4% | +49.6% | -83.1% | -33.1% |
| 5Y | -88.7% | -70.3% | -18.4% | -89.7% |
| All | -82.1% | +142.9% | -225.0% | -81.3% |
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