+7,180.6%
TYL vs MTCH
+14,607.1%
-7,426.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -3.8% |
| 7D | -3.7% | +0.7% | -4.4% | -3.8% |
| 30D | +18.7% | +9.7% | +9.0% | +17.0% |
| 3M | +18.1% | +21.1% | -2.9% | +14.6% |
| 6M | -1.1% | +37.5% | -38.6% | -6.0% |
| YTD | -19.8% | +31.9% | -51.7% | -23.1% |
| 1Y | -34.3% | +14.6% | -48.9% | -35.8% |
| 3Y | -8.2% | -6.2% | -2.1% | -9.4% |
| 5Y | -25.4% | -70.6% | +45.2% | -15.0% |
| 10Y | +115.6% | +185.6% | -70.0% | +74.9% |
| All | +7,180.6% | +14,607.1% | -7,426.5% | +4,929.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling