+11,344.6%
TT vs MTCH
+14,607.1%
-3,262.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +1.0% |
| 7D | 0.0% | +0.7% | -0.7% | -0.1% |
| 30D | -7.2% | +9.7% | -16.9% | -8.5% |
| 3M | -3.0% | +21.1% | -24.0% | -6.0% |
| 6M | +1.4% | +37.5% | -36.1% | -3.8% |
| YTD | +15.9% | +31.9% | -16.0% | +10.4% |
| 1Y | +9.4% | +14.6% | -5.1% | +6.4% |
| 3Y | +124.4% | -6.2% | +130.5% | +119.6% |
| 5Y | +138.0% | -70.6% | +208.6% | +168.1% |
| 10Y | +886.4% | +185.6% | +700.8% | +646.0% |
| All | +11,344.6% | +14,607.1% | -3,262.6% | +6,959.5% |
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