+104.0%
TYL vs MTCH
+188.8%
-84.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.6% |
| 7D | -8.6% | -2.4% | -6.2% | -8.0% |
| 30D | +7.5% | +12.8% | -5.2% | +4.5% |
| 3M | +10.9% | +20.0% | -9.0% | +6.0% |
| 6M | -6.7% | +34.7% | -41.4% | -13.4% |
| YTD | -24.5% | +30.6% | -55.1% | -29.3% |
| 1Y | -38.6% | +10.9% | -49.6% | -40.4% |
| 3Y | -12.6% | -2.0% | -10.6% | -15.5% |
| 5Y | -28.2% | -72.6% | +44.4% | -11.5% |
| 10Y | +104.0% | +197.9% | -93.9% | +56.4% |
| All | +104.0% | +188.8% | -84.8% | +56.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling