+455.5%
MTCH vs TCOM
+2,569.4%
-2,113.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +3.9% | +1.2% |
| 7D | -2.4% | -10.2% | +7.8% | -0.7% |
| 30D | +12.8% | -16.8% | +29.6% | +16.2% |
| 3M | +20.0% | -16.7% | +36.7% | +23.2% |
| 6M | +34.7% | -27.1% | +61.8% | +41.4% |
| YTD | +30.6% | -45.5% | +76.1% | +43.0% |
| 1Y | +10.9% | -45.9% | +56.8% | +21.6% |
| 3Y | -2.0% | +9.8% | -11.8% | -6.9% |
| 5Y | -72.6% | +23.8% | -96.4% | -75.3% |
| 10Y | +197.9% | -10.8% | +208.7% | +169.8% |
| All | +455.5% | +2,569.4% | -2,113.9% | +213.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling