+27.6%
TXG vs MTCH
-43.0%
+70.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.2% |
| 7D | +9.1% | -2.4% | +11.5% | +10.6% |
| 30D | +14.9% | +12.8% | +2.1% | +7.1% |
| 3M | +120.0% | +20.0% | +100.0% | +96.6% |
| 6M | +221.8% | +34.7% | +187.1% | +169.5% |
| YTD | +312.6% | +30.6% | +282.0% | +250.1% |
| 1Y | +398.4% | +10.9% | +387.5% | +361.9% |
| 3Y | +42.1% | -2.0% | +44.1% | +36.0% |
| 5Y | -63.5% | -72.6% | +9.2% | -38.8% |
| All | +27.6% | -43.0% | +70.5% | +62.1% |
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 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