+8.4%
TSEM vs MTCH
+6,138.3%
-6,129.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.6% |
| 7D | +4.7% | -2.4% | +7.1% | +5.2% |
| 30D | -14.2% | +12.8% | -27.0% | -16.6% |
| 3M | -5.0% | +20.0% | -25.0% | -9.1% |
| 6M | +87.6% | +34.7% | +52.8% | +74.9% |
| YTD | +84.4% | +30.6% | +53.9% | +72.5% |
| 1Y | +235.4% | +10.9% | +224.5% | +224.4% |
| 3Y | +668.0% | -2.0% | +670.0% | +643.5% |
| 5Y | +644.7% | -72.6% | +717.4% | +797.6% |
| 10Y | +1,326.7% | +197.9% | +1,128.8% | +857.7% |
| All | +8.4% | +6,138.3% | -6,129.9% | -55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling