-80.8%
TTD vs MTCH
-72.5%
-8.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.1% |
| 7D | -7.4% | -1.4% | -6.0% | -6.6% |
| 30D | +3.0% | +13.6% | -10.6% | -4.9% |
| 3M | -27.6% | +22.4% | -50.0% | -36.4% |
| 6M | -49.5% | +37.2% | -86.7% | -58.6% |
| YTD | -63.2% | +31.8% | -95.0% | -69.2% |
| 1Y | -69.7% | +12.9% | -82.6% | -72.3% |
| 3Y | -83.3% | -1.1% | -82.2% | -84.6% |
| 5Y | -80.8% | -73.5% | -7.3% | -55.4% |
| All | -80.8% | -72.5% | -8.3% | -55.4% |
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