+890.1%
TTMI vs MTCH
-0.9%
+891.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.4% | +2.0% | +3.2% |
| 7D | +0.7% | +1.3% | -0.6% | +0.5% |
| 30D | -8.4% | +15.9% | -24.3% | -10.7% |
| 3M | -32.5% | +23.3% | -55.7% | -35.2% |
| 6M | +32.5% | +40.1% | -7.7% | +24.0% |
| YTD | +83.2% | +33.6% | +49.7% | +72.8% |
| 1Y | +161.7% | +14.1% | +147.6% | +154.4% |
| 3Y | +890.1% | +1.4% | +888.7% | +839.3% |
| All | +890.1% | -0.9% | +891.0% | +839.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling