+59.7%
TEM vs MTCH
+36.9%
+22.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.5% |
| 7D | +3.2% | -1.8% | +5.1% | +4.4% |
| 30D | +23.5% | +10.4% | +13.1% | +15.9% |
| 3M | +32.3% | +21.0% | +11.3% | +16.7% |
| 6M | +23.0% | +36.6% | -13.6% | +2.1% |
| YTD | +8.9% | +29.7% | -20.8% | -7.0% |
| 1Y | -19.9% | +8.6% | -28.5% | -24.8% |
| All | +59.7% | +36.9% | +22.8% | +9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling