+133.5%
TT vs MTCH
-70.9%
+204.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.2% |
| 7D | +8.1% | +6.7% | +1.4% | +7.0% |
| 30D | -11.3% | -1.4% | -9.9% | -11.3% |
| 3M | -11.2% | +14.8% | -26.0% | -13.4% |
| 6M | -8.9% | +19.4% | -28.3% | -12.1% |
| YTD | +9.7% | +32.3% | -22.6% | +3.7% |
| 1Y | +1.3% | +29.5% | -28.3% | -4.0% |
| 3Y | +93.4% | +47.2% | +46.1% | +74.1% |
| 5Y | +133.5% | -70.2% | +203.8% | +182.0% |
| All | +133.5% | -70.9% | +204.4% | +182.0% |
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