+253.1%
TSEM vs MTCH
+13.9%
+239.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.3% | +9.2% | +8.0% |
| 7D | +6.9% | +0.7% | +6.2% | +6.8% |
| 30D | +5.3% | +9.7% | -4.4% | +4.1% |
| 3M | -14.9% | +21.1% | -36.0% | -16.6% |
| 6M | +80.0% | +37.5% | +42.5% | +70.2% |
| YTD | +89.4% | +31.9% | +57.4% | +84.3% |
| 1Y | +253.1% | +14.6% | +238.5% | +232.3% |
| All | +253.1% | +13.9% | +239.2% | +232.3% |
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