-68.3%
TTD vs MTCH
+14.2%
-82.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.3% | +1.8% |
| 7D | -0.6% | +1.3% | -1.9% | -1.4% |
| 30D | +6.3% | +15.9% | -9.6% | -3.1% |
| 3M | -24.1% | +23.3% | -47.4% | -33.8% |
| 6M | -47.4% | +40.1% | -87.6% | -56.7% |
| YTD | -62.2% | +33.6% | -95.8% | -68.1% |
| 1Y | -68.3% | +14.1% | -82.4% | -73.7% |
| All | -68.3% | +14.2% | -82.5% | -73.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling