+365.8%
TTD vs MTCH
+175.8%
+190.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -1.9% |
| 7D | +1.7% | -1.8% | +3.6% | +2.8% |
| 30D | +1.6% | +10.4% | -8.8% | -3.9% |
| 3M | -27.8% | +21.0% | -48.8% | -35.3% |
| 6M | -52.1% | +36.6% | -88.7% | -59.8% |
| YTD | -63.1% | +29.7% | -92.7% | -68.2% |
| 1Y | -73.1% | +8.6% | -81.7% | -74.5% |
| 3Y | -83.3% | -2.7% | -80.6% | -84.4% |
| 5Y | -80.6% | -72.9% | -7.7% | -64.0% |
| All | +365.8% | +175.8% | +190.0% | +250.4% |
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 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