-46.0%
TSLL vs MTCH
+27.4%
-73.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +4.4% | -10.8% | -8.0% |
| 7D | -9.4% | -4.4% | -5.0% | -7.9% |
| 30D | +1.6% | -0.3% | +1.9% | +0.9% |
| 3M | +29.4% | -2.0% | +31.4% | +28.2% |
| 6M | -20.1% | +6.4% | -26.6% | -24.4% |
| YTD | -44.5% | +27.3% | -71.9% | -50.3% |
| 1Y | -46.0% | +30.3% | -76.3% | -53.6% |
| All | -46.0% | +27.4% | -73.4% | -53.6% |
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