+10.8%
TSN vs MTCH
-2.2%
+13.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.3% |
| 7D | +1.4% | -1.4% | +2.8% | +1.5% |
| 30D | -6.2% | +13.6% | -19.8% | -7.4% |
| 3M | -5.7% | +22.4% | -28.1% | -7.6% |
| 6M | -11.4% | +37.2% | -48.5% | -14.4% |
| YTD | -8.2% | +31.8% | -40.0% | -11.0% |
| 1Y | -2.0% | +12.9% | -14.9% | -3.6% |
| All | +10.8% | -2.2% | +13.0% | +10.4% |
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