-6.4%
TSLL vs MTCH
+47.1%
-53.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.4% | -3.5% |
| 7D | +17.8% | +6.7% | +11.2% | +13.1% |
| 30D | +8.2% | -1.8% | +10.1% | +9.1% |
| 3M | +20.9% | +12.2% | +8.6% | +9.8% |
| 6M | -37.5% | +16.6% | -54.1% | -44.8% |
| YTD | -44.5% | +31.8% | -76.3% | -55.8% |
| 1Y | -33.0% | +30.8% | -63.8% | -46.5% |
| 3Y | -6.4% | +49.6% | -56.0% | -38.0% |
| All | -6.4% | +47.1% | -53.4% | -38.0% |
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