+376.4%
TTD vs MTCH
+184.1%
+192.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.3% | +1.9% |
| 7D | -0.6% | +1.3% | -1.9% | -1.3% |
| 30D | +6.3% | +15.9% | -9.6% | -2.1% |
| 3M | -24.1% | +23.3% | -47.4% | -32.7% |
| 6M | -47.4% | +40.1% | -87.6% | -56.4% |
| YTD | -62.2% | +33.6% | -95.8% | -68.0% |
| 1Y | -68.3% | +14.1% | -82.4% | -70.8% |
| 3Y | -83.4% | +1.4% | -84.9% | -84.9% |
| 5Y | -80.3% | -73.1% | -7.2% | -63.4% |
| All | +376.4% | +184.1% | +192.3% | +252.6% |
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