-22.8%
TYL vs MTCH
-73.8%
+50.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | +3.5% | -6.6% | +10.1% | +5.6% |
| 30D | +26.9% | -4.4% | +31.3% | +28.4% |
| 3M | +33.8% | +6.0% | +27.8% | +31.1% |
| 6M | +28.8% | +7.4% | +21.4% | +25.4% |
| YTD | -7.9% | +24.5% | -32.3% | -14.4% |
| 1Y | -9.8% | +22.3% | -32.0% | -15.7% |
| 3Y | +1.2% | +42.4% | -41.2% | -15.1% |
| 5Y | -22.8% | -73.6% | +50.7% | +30.7% |
| All | -22.8% | -73.8% | +50.9% | +30.7% |
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