+1,779.8%
TSM vs MTCH
+208.0%
+1,571.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.1% | +0.9% |
| 7D | +1.0% | +1.3% | -0.3% | +0.7% |
| 30D | +1.0% | +15.9% | -14.9% | -2.6% |
| 3M | +2.9% | +23.3% | -20.4% | -2.6% |
| 6M | +22.8% | +40.1% | -17.3% | +12.6% |
| YTD | +43.3% | +33.6% | +9.7% | +32.5% |
| 1Y | +69.2% | +14.1% | +55.1% | +62.1% |
| 3Y | +404.5% | +1.4% | +403.1% | +381.4% |
| 5Y | +282.2% | -73.1% | +355.3% | +374.1% |
| All | +1,779.8% | +208.0% | +1,571.7% | +1,295.0% |
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 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