-11.3%
TYL vs MTCH
-3.6%
-7.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.7% | -2.8% | -4.1% |
| 7D | -7.6% | -1.8% | -5.8% | -7.2% |
| 30D | +11.3% | +10.4% | +0.9% | +9.0% |
| 3M | +14.5% | +21.0% | -6.5% | +10.0% |
| 6M | -7.1% | +36.6% | -43.8% | -13.0% |
| YTD | -23.4% | +29.7% | -53.1% | -27.5% |
| 1Y | -38.6% | +8.6% | -47.2% | -40.6% |
| 3Y | -11.3% | -2.7% | -8.6% | -14.6% |
| All | -11.3% | -3.6% | -7.7% | -14.6% |
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