+4.6%
TXT vs MTCH
-2.2%
+6.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.0% |
| 7D | -0.2% | -1.4% | +1.2% | 0.0% |
| 30D | -10.2% | +13.6% | -23.9% | -12.3% |
| 3M | -13.3% | +22.4% | -35.7% | -16.7% |
| 6M | -14.4% | +37.2% | -51.5% | -19.8% |
| YTD | -9.1% | +31.8% | -40.9% | -14.4% |
| 1Y | -2.2% | +12.9% | -15.1% | -5.2% |
| All | +4.6% | -2.2% | +6.8% | +0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling