+10,580.3%
TT vs MTCH
+14,599.3%
-4,018.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.4% |
| 7D | +4.0% | +6.7% | -2.6% | +3.1% |
| 30D | -11.3% | -1.8% | -9.5% | -11.2% |
| 3M | -12.3% | +12.2% | -24.5% | -14.0% |
| 6M | -10.8% | +16.6% | -27.5% | -13.4% |
| YTD | +8.2% | +31.8% | -23.7% | +2.8% |
| 1Y | +1.5% | +30.8% | -29.4% | -3.5% |
| 3Y | +91.5% | +49.6% | +41.8% | +75.3% |
| 5Y | +130.2% | -70.3% | +200.6% | +159.3% |
| 10Y | +727.9% | +155.1% | +572.9% | +536.3% |
| All | +10,580.3% | +14,599.3% | -4,018.9% | +6,472.7% |
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