+116.7%
TRMB vs MTCH
+208.0%
-91.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | +0.1% | +1.0% |
| 7D | -3.0% | +1.3% | -4.3% | -3.4% |
| 30D | +2.3% | +15.9% | -13.6% | -2.0% |
| 3M | +15.3% | +23.3% | -8.0% | +8.3% |
| 6M | -14.7% | +40.1% | -54.8% | -22.9% |
| YTD | -26.4% | +33.6% | -60.0% | -32.6% |
| 1Y | -30.4% | +14.1% | -44.5% | -33.4% |
| 3Y | +13.5% | +1.4% | +12.1% | +9.2% |
| 5Y | -38.6% | -73.1% | +34.6% | -22.2% |
| All | +116.7% | +208.0% | -91.3% | +53.5% |
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