-59.4%
TXG vs MTCH
-73.3%
+13.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.4% | +2.0% | +2.4% |
| 7D | +9.5% | +1.3% | +8.2% | +8.5% |
| 30D | +18.8% | +15.9% | +2.9% | +7.3% |
| 3M | +136.1% | +23.3% | +112.8% | +102.5% |
| 6M | +235.2% | +40.1% | +195.1% | +163.7% |
| YTD | +320.5% | +33.6% | +287.0% | +239.5% |
| 1Y | +425.2% | +14.1% | +411.1% | +369.3% |
| 3Y | +42.9% | +1.4% | +41.5% | +31.8% |
| All | -59.4% | -73.3% | +13.9% | -14.1% |
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