-1.4%
TXT vs MTCH
+14.2%
-15.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +0.9% | +2.1% |
| 7D | +2.5% | +1.3% | +1.2% | +2.3% |
| 30D | -8.9% | +15.9% | -24.7% | -10.4% |
| 3M | -13.6% | +23.3% | -36.8% | -16.1% |
| 6M | -13.1% | +40.1% | -53.2% | -17.7% |
| YTD | -7.0% | +33.6% | -40.6% | -11.4% |
| 1Y | -1.4% | +14.1% | -15.5% | -2.5% |
| All | -1.4% | +14.2% | -15.6% | -2.5% |
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