-55.4%
TSLL vs MTCH
-34.9%
-20.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.3% | -10.5% | -10.9% |
| 7D | +1.9% | +0.7% | +1.2% | +1.2% |
| 30D | +17.8% | +9.7% | +8.0% | +9.8% |
| 3M | -37.0% | +21.1% | -58.1% | -45.1% |
| 6M | -37.7% | +37.5% | -75.2% | -50.8% |
| YTD | -51.4% | +31.9% | -83.3% | -60.9% |
| 1Y | -23.4% | +14.6% | -37.9% | -32.0% |
| 3Y | -30.8% | -6.2% | -24.6% | -32.1% |
| All | -55.4% | -34.9% | -20.6% | -46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling