+1.4%
MTCH vs TW
+19.1%
-17.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.4% |
| 7D | +1.3% | -4.5% | +5.7% | +1.5% |
| 30D | +15.9% | -2.3% | +18.1% | +16.0% |
| 3M | +23.3% | +2.6% | +20.7% | +23.1% |
| 6M | +40.1% | -17.5% | +57.7% | +41.6% |
| YTD | +33.6% | -5.3% | +38.9% | +33.8% |
| 1Y | +14.1% | -14.8% | +28.8% | +13.9% |
| 3Y | +1.4% | +18.8% | -17.4% | -0.5% |
| All | +1.4% | +19.1% | -17.6% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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