+148.2%
TT vs MTCH
-72.5%
+220.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | +1.4% | -2.4% | +3.8% | +1.8% |
| 30D | -6.7% | +12.8% | -19.5% | -8.4% |
| 3M | -5.4% | +20.0% | -25.4% | -8.5% |
| 6M | +4.4% | +34.7% | -30.3% | -1.1% |
| YTD | +14.9% | +30.6% | -15.6% | +9.2% |
| 1Y | +9.3% | +10.9% | -1.7% | +6.6% |
| 3Y | +121.7% | -2.0% | +123.8% | +116.9% |
| 5Y | +148.2% | -72.6% | +220.8% | +186.5% |
| All | +148.2% | -72.5% | +220.7% | +186.5% |
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 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