+198.1%
MTCH vs TCOM
-9.8%
+207.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.5% | +1.2% |
| 7D | +1.3% | -4.9% | +6.2% | +2.5% |
| 30D | +15.9% | -14.4% | +30.3% | +20.3% |
| 3M | +23.3% | -17.7% | +40.9% | +28.8% |
| 6M | +40.1% | -25.1% | +65.2% | +49.8% |
| YTD | +33.6% | -45.7% | +79.3% | +53.6% |
| 1Y | +14.1% | -47.9% | +61.9% | +32.4% |
| 3Y | +1.4% | +8.9% | -7.5% | -8.0% |
| 5Y | -73.1% | +26.9% | -100.0% | -78.1% |
| All | +198.1% | -9.8% | +207.9% | +143.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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