+30.0%
TXG vs MTCH
-41.6%
+71.7%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.4% | +2.0% | +2.6% |
| 7D | +9.5% | +1.3% | +8.2% | +8.7% |
| 30D | +18.8% | +15.9% | +2.9% | +9.0% |
| 3M | +136.1% | +23.3% | +112.8% | +107.8% |
| 6M | +235.2% | +40.1% | +195.1% | +174.7% |
| YTD | +320.5% | +33.6% | +287.0% | +252.4% |
| 1Y | +425.2% | +14.1% | +411.1% | +379.1% |
| 3Y | +42.9% | +1.4% | +41.5% | +34.2% |
| 5Y | -62.8% | -73.1% | +10.3% | -37.6% |
| All | +30.0% | -41.6% | +71.7% | +63.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling