+12,702.2%
TSM vs MTCH
+1,596.1%
+11,106.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | +6.2% | +6.7% | -0.5% | +4.0% |
| 30D | -7.3% | -1.8% | -5.5% | -7.0% |
| 3M | -7.1% | +12.2% | -19.4% | -11.3% |
| 6M | +0.2% | +16.6% | -16.4% | -6.1% |
| YTD | +32.2% | +31.8% | +0.4% | +18.2% |
| 1Y | +42.8% | +30.8% | +12.0% | +27.8% |
| 3Y | +330.4% | +49.6% | +280.8% | +252.4% |
| 5Y | +263.9% | -70.3% | +334.3% | +382.7% |
| 10Y | +1,580.2% | +155.1% | +1,425.1% | +743.0% |
| All | +12,702.2% | +1,596.1% | +11,106.1% | +2,255.6% |
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