+81.2%
TPG vs MTCH
-0.9%
+82.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.3% | +1.1% |
| 7D | -9.4% | +1.3% | -10.7% | -9.8% |
| 30D | -5.3% | +15.9% | -21.1% | -10.2% |
| 3M | +12.9% | +23.3% | -10.4% | +4.4% |
| 6M | +20.1% | +40.1% | -20.1% | +6.0% |
| YTD | -22.5% | +33.6% | -56.1% | -30.4% |
| 1Y | -19.7% | +14.1% | -33.8% | -24.4% |
| 3Y | +81.2% | +1.4% | +79.8% | +69.1% |
| All | +81.2% | -0.9% | +82.1% | +69.1% |
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