-52.1%
TSLL vs MTCH
-38.5%
-13.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.7% | +10.2% | +10.4% |
| 7D | -14.3% | -6.6% | -7.7% | -10.4% |
| 30D | -6.2% | -4.4% | -1.8% | -3.9% |
| 3M | +21.2% | +6.0% | +15.2% | +14.4% |
| 6M | -36.6% | +7.4% | -44.0% | -40.9% |
| YTD | -47.8% | +24.5% | -72.2% | -56.8% |
| 1Y | -45.2% | +22.3% | -67.5% | -54.1% |
| 3Y | -3.3% | +42.4% | -45.6% | -30.0% |
| All | -52.1% | -38.5% | -13.6% | -40.5% |
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