+8.7%
TXT vs MTCH
+27.4%
-18.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.4% | -5.7% | -1.7% |
| 7D | +10.6% | -4.4% | +15.0% | +11.2% |
| 30D | +14.4% | -0.3% | +14.7% | +14.4% |
| 3M | -2.7% | -2.0% | -0.7% | -2.5% |
| 6M | -4.7% | +6.4% | -11.1% | -5.5% |
| YTD | -0.5% | +27.3% | -27.9% | -3.9% |
| 1Y | +8.7% | +30.3% | -21.6% | +3.7% |
| All | +8.7% | +27.4% | -18.7% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling