+3,168.2%
MAR vs TSEM
-13.0%
+3,181.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.9% | +6.6% | +0.4% |
| 7D | +1.6% | +7.0% | -5.3% | +0.7% |
| 30D | +13.8% | -29.8% | +43.6% | +17.5% |
| 3M | +20.3% | -41.9% | +62.2% | +26.2% |
| 6M | +21.3% | -45.8% | +67.1% | +26.0% |
| YTD | +37.2% | +25.1% | +12.1% | +27.5% |
| 1Y | +48.4% | +48.2% | +0.2% | +34.9% |
| 3Y | +120.1% | +476.5% | -356.4% | +67.8% |
| 5Y | +182.1% | +301.4% | -119.4% | +122.0% |
| 10Y | +530.2% | +812.9% | -282.7% | +348.1% |
| All | +3,168.2% | -13.0% | +3,181.1% | +2,196.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling