-72.7%
MTCH vs TCOM
+29.4%
-102.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +20.4% |
| 3M | +23.3% | -17.7% | +40.9% | +28.9% |
| 6M | +40.1% | -25.1% | +65.2% | +50.1% |
| YTD | +33.6% | -45.7% | +79.3% | +54.1% |
| 1Y | +14.1% | -47.9% | +61.9% | +32.9% |
| 3Y | +1.4% | +8.9% | -7.5% | -10.2% |
| All | -72.7% | +29.4% | -102.2% | -79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling