+600.6%
TLN vs MTCH
+11.8%
+588.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.7% | +4.5% | +2.9% |
| 7D | +10.9% | -1.8% | +12.7% | +11.1% |
| 30D | -6.3% | +10.4% | -16.8% | -7.4% |
| 3M | -10.7% | +21.0% | -31.7% | -13.0% |
| 6M | +1.6% | +36.6% | -35.0% | -2.3% |
| YTD | -13.1% | +29.7% | -42.8% | -16.0% |
| 1Y | -15.1% | +8.6% | -23.7% | -16.3% |
| 3Y | +495.0% | -2.7% | +497.7% | +468.8% |
| All | +600.6% | +11.8% | +588.7% | +582.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling