-22.0%
TLN vs MTCH
+14.2%
-36.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.3% |
| 7D | -1.3% | +1.3% | -2.6% | -1.4% |
| 30D | -14.3% | +15.9% | -30.2% | -15.3% |
| 3M | -9.3% | +23.3% | -32.6% | -11.5% |
| 6M | -1.1% | +40.1% | -41.2% | -4.4% |
| YTD | -16.6% | +33.6% | -50.2% | -18.4% |
| 1Y | -22.0% | +14.1% | -36.1% | -23.2% |
| All | -22.0% | +14.2% | -36.2% | -23.2% |
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