-95.4%
TSLQ vs MTCH
-0.9%
-94.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -0.2% |
| 7D | -6.6% | +1.3% | -7.9% | -6.0% |
| 30D | -24.3% | +15.9% | -40.2% | -17.3% |
| 3M | -3.6% | +23.3% | -26.9% | +10.8% |
| 6M | -12.0% | +40.1% | -52.1% | +10.5% |
| YTD | +1.4% | +33.6% | -32.2% | +24.2% |
| 1Y | -43.6% | +14.1% | -57.6% | -36.6% |
| 3Y | -95.4% | +1.4% | -96.8% | -93.5% |
| All | -95.4% | -0.9% | -94.5% | -93.5% |
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 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