+407.0%
TSM vs MTCH
-3.1%
+410.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | +4.8% | -2.4% | +7.2% | +5.2% |
| 30D | +4.0% | +12.8% | -8.8% | +1.7% |
| 3M | +2.0% | +20.0% | -18.0% | -1.8% |
| 6M | +25.5% | +34.7% | -9.2% | +18.1% |
| YTD | +44.0% | +30.6% | +13.4% | +36.1% |
| 1Y | +75.4% | +10.9% | +64.5% | +70.4% |
| All | +407.0% | -3.1% | +410.1% | +379.1% |
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