-51.9%
TSLL vs MTCH
-36.0%
-16.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.7% | +9.6% | +9.0% |
| 7D | +5.8% | -1.8% | +7.6% | +7.1% |
| 30D | +21.7% | +10.4% | +11.3% | +12.9% |
| 3M | -28.2% | +21.0% | -49.2% | -37.5% |
| 6M | -29.5% | +36.6% | -66.1% | -44.2% |
| YTD | -47.5% | +29.7% | -77.2% | -57.3% |
| 1Y | -20.8% | +8.6% | -29.4% | -27.1% |
| 3Y | -26.7% | -2.7% | -24.0% | -30.3% |
| All | -51.9% | -36.0% | -16.0% | -41.4% |
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