+191.1%
TRI vs MTCH
+208.0%
-17.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.4% | +1.5% |
| 7D | -7.9% | +1.3% | -9.1% | -8.0% |
| 30D | -4.5% | +15.9% | -20.4% | -6.5% |
| 3M | +22.1% | +23.3% | -1.2% | +18.7% |
| 6M | -2.8% | +40.1% | -42.9% | -7.1% |
| YTD | -23.4% | +33.6% | -57.0% | -26.3% |
| 1Y | -41.5% | +14.1% | -55.6% | -42.7% |
| 3Y | -19.2% | +1.4% | -20.6% | -21.1% |
| 5Y | -9.4% | -73.1% | +63.7% | +3.4% |
| All | +191.1% | +208.0% | -17.0% | +145.4% |
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