-30.4%
TRMB vs MTCH
+14.2%
-44.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | +0.1% | +0.8% |
| 7D | -3.0% | +1.3% | -4.3% | -3.7% |
| 30D | +2.3% | +15.9% | -13.6% | -5.4% |
| 3M | +15.3% | +23.3% | -8.0% | +2.8% |
| 6M | -14.7% | +40.1% | -54.8% | -29.6% |
| YTD | -26.4% | +33.6% | -60.0% | -37.5% |
| 1Y | -30.4% | +14.1% | -44.5% | -36.2% |
| All | -30.4% | +14.2% | -44.6% | -36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling