+120.1%
MAR vs TSEM
+547.1%
-427.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.9% | +6.6% | +0.1% |
| 7D | +1.6% | +7.0% | -5.3% | +1.1% |
| 30D | +13.8% | -29.8% | +43.6% | +16.1% |
| 3M | +20.3% | -41.9% | +62.2% | +24.1% |
| 6M | +21.3% | -45.8% | +67.1% | +24.4% |
| YTD | +37.2% | +25.1% | +12.1% | +21.1% |
| 1Y | +48.4% | +48.2% | +0.2% | +25.9% |
| 3Y | +120.1% | +476.5% | -356.4% | +24.0% |
| All | +120.1% | +547.1% | -427.0% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 3y: compounded portfolio wealth divided by compounded TSEM 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…
3y analysis · Full analysis span regression · 6 months rolling