+1,199.2%
TNA vs MTCH
+944.1%
+255.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -4.0% | -3.8% |
| 7D | -7.6% | -1.4% | -6.2% | -6.6% |
| 30D | -13.6% | +13.6% | -27.3% | -22.4% |
| 3M | +2.8% | +22.4% | -19.6% | -13.8% |
| 6M | +34.5% | +37.2% | -2.7% | +3.0% |
| YTD | +41.0% | +31.8% | +9.2% | +10.6% |
| 1Y | +52.0% | +12.9% | +39.1% | +35.1% |
| 3Y | +103.5% | -1.1% | +104.6% | +94.7% |
| 5Y | -22.5% | -73.5% | +51.0% | +103.1% |
| 10Y | +81.9% | +200.7% | -118.8% | -60.6% |
| All | +1,199.2% | +944.1% | +255.1% | -85.0% |
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