+103.1%
TXT vs MTCH
+208.0%
-105.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +0.9% | +2.0% |
| 7D | +2.5% | +1.3% | +1.2% | +2.2% |
| 30D | -8.9% | +15.9% | -24.7% | -11.8% |
| 3M | -13.6% | +23.3% | -36.8% | -17.7% |
| 6M | -13.1% | +40.1% | -53.2% | -19.7% |
| YTD | -7.0% | +33.6% | -40.6% | -13.5% |
| 1Y | -1.4% | +14.1% | -15.5% | -5.2% |
| 3Y | +7.0% | +1.4% | +5.5% | +2.7% |
| 5Y | +15.4% | -73.1% | +88.5% | +41.1% |
| All | +103.1% | +208.0% | -105.0% | +44.4% |
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