+8,371.8%
TYL vs MTCH
+14,652.2%
-6,280.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.5% |
| 7D | -1.6% | +6.7% | -8.3% | -2.6% |
| 30D | +22.1% | -1.4% | +23.5% | +22.3% |
| 3M | +33.4% | +14.8% | +18.6% | +30.4% |
| 6M | +36.8% | +19.4% | +17.4% | +32.9% |
| YTD | -6.7% | +32.3% | -39.0% | -10.7% |
| 1Y | -9.2% | +29.5% | -38.7% | -12.8% |
| 3Y | +1.2% | +47.2% | -46.1% | -6.5% |
| 5Y | -23.0% | -70.2% | +47.2% | -12.2% |
| 10Y | +182.0% | +156.0% | +26.0% | +132.2% |
| All | +8,371.8% | +14,652.2% | -6,280.4% | +5,743.6% |
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 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