+911.5%
TT vs MTCH
+203.9%
+707.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.1% |
| 7D | -1.0% | -1.4% | +0.5% | -0.8% |
| 30D | -8.9% | +13.6% | -22.5% | -10.7% |
| 3M | -1.8% | +22.4% | -24.2% | -5.2% |
| 6M | +1.9% | +37.2% | -35.3% | -3.5% |
| YTD | +13.8% | +31.8% | -18.0% | +8.2% |
| 1Y | +6.1% | +12.9% | -6.8% | +3.3% |
| 3Y | +119.6% | -1.1% | +120.7% | +113.4% |
| 5Y | +145.9% | -73.5% | +219.4% | +183.8% |
| All | +911.5% | +203.9% | +707.6% | +647.1% |
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