-28.0%
TYL vs MTCH
-73.0%
+45.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.7% | -2.8% | -3.9% |
| 7D | -7.6% | -1.8% | -5.8% | -7.1% |
| 30D | +11.3% | +10.4% | +0.9% | +8.0% |
| 3M | +14.5% | +21.0% | -6.5% | +7.9% |
| 6M | -7.1% | +36.6% | -43.8% | -15.9% |
| YTD | -23.4% | +29.7% | -53.1% | -29.3% |
| 1Y | -38.6% | +8.6% | -47.2% | -40.6% |
| 3Y | -11.3% | -2.7% | -8.6% | -14.3% |
| 5Y | -28.0% | -72.9% | +45.0% | -1.2% |
| All | -28.0% | -73.0% | +45.0% | -1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling