+104.7%
TNA vs MTCH
-0.9%
+105.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.1% |
| 7D | -7.3% | +1.3% | -8.5% | -8.2% |
| 30D | -14.2% | +15.9% | -30.1% | -23.6% |
| 3M | -4.6% | +23.3% | -27.8% | -20.1% |
| 6M | +36.9% | +40.1% | -3.2% | +3.6% |
| YTD | +42.5% | +33.6% | +9.0% | +11.3% |
| 1Y | +45.8% | +14.1% | +31.7% | +29.0% |
| 3Y | +104.7% | +1.4% | +103.2% | +83.7% |
| All | +104.7% | -0.9% | +105.5% | +83.7% |
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 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