+38.5%
TNA vs MTCH
+27.4%
+11.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.4% | 0.0% | +2.2% |
| 7D | +2.4% | -4.4% | +6.8% | +4.5% |
| 30D | -0.9% | -0.3% | -0.6% | -1.5% |
| 3M | -19.2% | -2.0% | -17.2% | -19.4% |
| 6M | -0.8% | +6.4% | -7.3% | -6.6% |
| YTD | +33.2% | +27.3% | +5.9% | +11.2% |
| 1Y | +38.5% | +30.3% | +8.2% | +8.8% |
| All | +38.5% | +27.4% | +11.1% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling