+9.8%
TXT vs MTCH
-70.4%
+80.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +0.1% | +6.7% | -6.5% | -1.3% |
| 30D | +13.3% | -1.8% | +15.2% | +13.6% |
| 3M | -5.0% | +12.2% | -17.2% | -7.7% |
| 6M | -8.4% | +16.6% | -25.0% | -12.2% |
| YTD | -4.0% | +31.8% | -35.8% | -11.0% |
| 1Y | +2.8% | +30.8% | -28.0% | -4.6% |
| 3Y | +10.3% | +49.6% | -39.4% | -3.6% |
| All | +9.8% | -70.4% | +80.2% | +49.4% |
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 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