+8,263.6%
TYL vs MTCH
+13,776.5%
-5,512.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | +3.5% | -6.6% | +10.1% | +4.5% |
| 30D | +26.9% | -4.4% | +31.3% | +27.7% |
| 3M | +33.8% | +6.0% | +27.8% | +32.5% |
| 6M | +28.8% | +7.4% | +21.4% | +27.2% |
| YTD | -7.9% | +24.5% | -32.3% | -11.0% |
| 1Y | -9.8% | +22.3% | -32.0% | -12.6% |
| 3Y | +1.2% | +42.4% | -41.2% | -6.0% |
| 5Y | -22.8% | -73.6% | +50.7% | -10.4% |
| 10Y | +168.8% | +148.4% | +20.4% | +122.6% |
| All | +8,263.6% | +13,776.5% | -5,512.9% | +5,724.2% |
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 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