-17.1%
TSLQ vs MTCH
+37.8%
-54.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.5% |
| 7D | -8.0% | -2.4% | -5.6% | -9.1% |
| 30D | -23.8% | +12.8% | -36.6% | -17.8% |
| 3M | -7.0% | +20.0% | -27.0% | +3.7% |
| 6M | -17.1% | +34.7% | -51.8% | +0.8% |
| All | -17.1% | +37.8% | -54.9% | +0.8% |
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