+650.1%
TSEM vs MTCH
-0.9%
+651.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.4% |
| 7D | -4.9% | +1.3% | -6.1% | -5.1% |
| 30D | -18.7% | +15.9% | -34.6% | -21.3% |
| 3M | -18.1% | +23.3% | -41.4% | -21.9% |
| 6M | +77.1% | +40.1% | +37.0% | +63.6% |
| YTD | +80.1% | +33.6% | +46.6% | +67.9% |
| 1Y | +220.4% | +14.1% | +206.3% | +208.8% |
| 3Y | +650.1% | +1.4% | +648.6% | +557.9% |
| All | +650.1% | -0.9% | +651.0% | +557.9% |
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