+218.7%
TRU vs MTCH
+98.4%
+120.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.6% |
| 7D | -2.7% | +1.3% | -4.0% | -3.1% |
| 30D | -2.0% | +15.9% | -17.9% | -6.0% |
| 3M | +18.4% | +23.3% | -4.8% | +11.6% |
| 6M | +8.9% | +40.1% | -31.3% | -1.1% |
| YTD | -8.9% | +33.6% | -42.5% | -16.0% |
| 1Y | -15.9% | +14.1% | -30.0% | -19.1% |
| 3Y | -1.1% | +1.4% | -2.5% | -4.7% |
| 5Y | -35.2% | -73.1% | +38.0% | -18.7% |
| 10Y | +145.3% | +204.8% | -59.5% | +80.6% |
| All | +218.7% | +98.4% | +120.3% | +176.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling