-9.2%
TYL vs MTCH
+30.1%
-39.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.6% |
| 7D | -1.6% | +6.7% | -8.3% | -4.8% |
| 30D | +22.1% | -1.4% | +23.5% | +22.4% |
| 3M | +33.4% | +14.8% | +18.6% | +22.3% |
| 6M | +36.8% | +19.4% | +17.4% | +21.0% |
| YTD | -6.7% | +32.3% | -39.0% | -25.0% |
| All | -9.2% | +30.1% | -39.2% | -26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling