+13,634.3%
TSM vs MTCH
+1,597.0%
+12,037.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.2% | +3.3% |
| 7D | +2.7% | +0.7% | +2.1% | +2.5% |
| 30D | +3.6% | +9.7% | -6.1% | +0.2% |
| 3M | -3.4% | +21.1% | -24.4% | -10.0% |
| 6M | +20.6% | +37.5% | -16.9% | +7.4% |
| YTD | +41.9% | +31.9% | +10.0% | +27.5% |
| 1Y | +84.4% | +14.6% | +69.8% | +73.1% |
| 3Y | +380.2% | -6.2% | +386.4% | +359.4% |
| 5Y | +275.3% | -70.6% | +345.9% | +398.4% |
| 10Y | +1,751.4% | +185.6% | +1,565.8% | +787.5% |
| All | +13,634.3% | +1,597.0% | +12,037.4% | +2,440.6% |
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