+482.8%
TLN vs MTCH
-3.1%
+486.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -1.9% |
| 7D | +5.8% | -2.4% | +8.2% | +6.1% |
| 30D | -6.9% | +12.8% | -19.6% | -8.2% |
| 3M | -10.9% | +20.0% | -30.9% | -13.1% |
| 6M | -4.6% | +34.7% | -39.3% | -8.4% |
| YTD | -14.7% | +30.6% | -45.3% | -17.8% |
| 1Y | -17.9% | +10.9% | -28.9% | -19.3% |
| All | +482.8% | -3.1% | +486.0% | +435.2% |
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 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