+572.6%
TLN vs MTCH
+15.2%
+557.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.2% |
| 7D | -1.3% | +1.3% | -2.6% | -1.5% |
| 30D | -14.3% | +15.9% | -30.2% | -15.8% |
| 3M | -9.3% | +23.3% | -32.6% | -11.7% |
| 6M | -1.1% | +40.1% | -41.2% | -5.2% |
| YTD | -16.6% | +33.6% | -50.2% | -19.6% |
| 1Y | -22.0% | +14.1% | -36.1% | -23.5% |
| 3Y | +470.2% | +1.4% | +468.7% | +443.0% |
| All | +572.6% | +15.2% | +557.3% | +552.7% |
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