-16.7%
TLN vs MTCH
+13.9%
-30.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.3% | +5.1% | +3.8% |
| 7D | +7.1% | +0.7% | +6.4% | +7.0% |
| 30D | -3.9% | +9.7% | -13.6% | -4.5% |
| 3M | -16.2% | +21.1% | -37.2% | -18.0% |
| 6M | -5.8% | +37.5% | -43.3% | -8.7% |
| YTD | -15.4% | +31.9% | -47.3% | -17.1% |
| 1Y | -16.7% | +14.6% | -31.2% | -19.0% |
| All | -16.7% | +13.9% | -30.6% | -19.0% |
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