+59.6%
TXN vs MTCH
-73.3%
+132.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.4% | +2.5% | +3.5% |
| 7D | +4.0% | +1.3% | +2.7% | +3.7% |
| 30D | -2.9% | +15.9% | -18.7% | -6.1% |
| 3M | -9.1% | +23.3% | -32.4% | -13.8% |
| 6M | +36.6% | +40.1% | -3.5% | +25.0% |
| YTD | +57.5% | +33.6% | +23.9% | +45.3% |
| 1Y | +49.5% | +14.1% | +35.5% | +43.2% |
| 3Y | +76.5% | +1.4% | +75.1% | +68.3% |
| All | +59.6% | -73.3% | +132.9% | +100.2% |
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