+46.6%
TEM vs MTCH
+41.0%
+5.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | -0.4% |
| 7D | -8.7% | +1.3% | -9.9% | -9.4% |
| 30D | +8.1% | +15.9% | -7.8% | -1.6% |
| 3M | +19.0% | +23.3% | -4.3% | +3.7% |
| 6M | +12.0% | +40.1% | -28.1% | -8.5% |
| YTD | -0.1% | +33.6% | -33.7% | -16.2% |
| 1Y | -33.5% | +14.1% | -47.6% | -39.5% |
| All | +46.6% | +41.0% | +5.6% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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