+1.4%
MTCH vs TCOM
+8.0%
-6.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.5% | +1.2% |
| 7D | +1.3% | -4.9% | +6.2% | +2.0% |
| 30D | +15.9% | -14.4% | +30.3% | +18.6% |
| 3M | +23.3% | -17.7% | +40.9% | +26.7% |
| 6M | +40.1% | -25.1% | +65.2% | +46.2% |
| YTD | +33.6% | -45.7% | +79.3% | +45.4% |
| 1Y | +14.1% | -47.9% | +61.9% | +24.9% |
| 3Y | +1.4% | +8.9% | -7.5% | -8.2% |
| All | +1.4% | +8.0% | -6.6% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling