-33.8%
TRU vs MTCH
-73.3%
+39.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.5% |
| 7D | -2.7% | +1.3% | -4.0% | -3.2% |
| 30D | -2.0% | +15.9% | -17.9% | -7.2% |
| 3M | +18.4% | +23.3% | -4.8% | +9.6% |
| 6M | +8.9% | +40.1% | -31.3% | -4.0% |
| YTD | -8.9% | +33.6% | -42.5% | -18.1% |
| 1Y | -15.9% | +14.1% | -30.0% | -20.3% |
| 3Y | -1.1% | +1.4% | -2.5% | -6.3% |
| All | -33.8% | -73.3% | +39.4% | -19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling