-34.2%
TSLL vs MTCH
+8.7%
-42.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.3% | +9.0% | +8.8% |
| 7D | -21.2% | -5.7% | -15.5% | -19.5% |
| 30D | -13.3% | -4.5% | -8.8% | -12.3% |
| 3M | +15.4% | +7.1% | +8.2% | +8.6% |
| 6M | -34.2% | +3.8% | -38.0% | -38.3% |
| All | -34.2% | +8.7% | -42.9% | -38.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling