+277.6%
TSM vs MTCH
-72.5%
+350.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.9% |
| 7D | +2.6% | -1.4% | +4.1% | +3.0% |
| 30D | +1.4% | +13.6% | -12.2% | -2.1% |
| 3M | +5.0% | +22.4% | -17.4% | -1.1% |
| 6M | +24.0% | +37.2% | -13.2% | +13.2% |
| YTD | +41.6% | +31.8% | +9.8% | +30.2% |
| 1Y | +66.2% | +12.9% | +53.3% | +58.9% |
| 3Y | +398.2% | -1.1% | +399.3% | +376.9% |
| 5Y | +277.6% | -73.5% | +351.1% | +402.7% |
| All | +277.6% | -72.5% | +350.1% | +402.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling