-18.7%
TSN vs MTCH
-73.3%
+54.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.8% |
| 7D | +3.0% | +1.3% | +1.8% | +2.9% |
| 30D | -4.2% | +15.9% | -20.1% | -5.7% |
| 3M | -3.9% | +23.3% | -27.2% | -6.1% |
| 6M | -9.8% | +40.1% | -50.0% | -13.3% |
| YTD | -7.3% | +33.6% | -40.9% | -10.4% |
| 1Y | -2.2% | +14.1% | -16.3% | -4.0% |
| 3Y | +11.9% | +1.4% | +10.5% | +9.4% |
| All | -18.7% | -73.3% | +54.6% | -18.1% |
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 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