-20.8%
TSLL vs MTCH
+10.1%
-30.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.7% | +9.6% | +8.6% |
| 7D | +5.8% | -1.8% | +7.6% | +6.7% |
| 30D | +21.7% | +10.4% | +11.3% | +15.3% |
| 3M | -28.2% | +21.0% | -49.2% | -34.1% |
| 6M | -29.5% | +36.6% | -66.1% | -38.7% |
| YTD | -47.5% | +29.7% | -77.2% | -52.7% |
| 1Y | -20.8% | +8.6% | -29.4% | -35.9% |
| All | -20.8% | +10.1% | -30.9% | -35.9% |
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