+181.2%
TSCO vs MTCH
+208.0%
-26.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.7% |
| 7D | -5.7% | +1.3% | -6.9% | -5.8% |
| 30D | -8.8% | +15.9% | -24.6% | -10.5% |
| 3M | +6.3% | +23.3% | -16.9% | +3.3% |
| 6M | -32.3% | +40.1% | -72.4% | -35.4% |
| YTD | -32.7% | +33.6% | -66.3% | -35.5% |
| 1Y | -43.7% | +14.1% | -57.8% | -44.9% |
| 3Y | -19.7% | +1.4% | -21.1% | -21.7% |
| 5Y | -11.6% | -73.1% | +61.5% | -3.7% |
| All | +181.2% | +208.0% | -26.8% | +158.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling