-56.8%
TSLL vs MTCH
-39.0%
-17.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.3% | +9.0% | +8.9% |
| 7D | -21.2% | -5.7% | -15.5% | -18.1% |
| 30D | -13.3% | -4.5% | -8.8% | -11.2% |
| 3M | +15.4% | +7.1% | +8.2% | +8.1% |
| 6M | -34.2% | +3.8% | -38.0% | -37.4% |
| YTD | -52.9% | +23.6% | -76.5% | -60.8% |
| 1Y | -54.3% | +22.2% | -76.6% | -61.8% |
| 3Y | -18.4% | +43.6% | -62.0% | -41.2% |
| All | -56.8% | -39.0% | -17.9% | -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