-29.4%
TSCO vs MTCH
+27.4%
-56.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.4% | -0.2% | +3.5% |
| 7D | +15.7% | -4.4% | +20.1% | +16.4% |
| 30D | +16.4% | -0.3% | +16.7% | +16.3% |
| 3M | +11.2% | -2.0% | +13.2% | +11.2% |
| 6M | +14.9% | +6.4% | +8.5% | +13.0% |
| YTD | -25.4% | +27.3% | -52.8% | -29.4% |
| 1Y | -29.4% | +30.3% | -59.7% | -34.0% |
| All | -29.4% | +27.4% | -56.8% | -34.0% |
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 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