+36.0%
TSM vs MAR
+62.0%
-26.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.0% | -4.3% | -2.6% |
| 7D | -10.0% | +7.7% | -17.7% | -11.2% |
| 30D | -18.5% | +19.4% | -37.9% | -21.3% |
| 3M | -4.9% | +23.3% | -28.2% | -8.8% |
| 6M | -1.0% | +22.8% | -23.8% | -5.8% |
| YTD | +31.3% | +37.8% | -6.5% | +22.2% |
| 1Y | +36.0% | +57.4% | -21.4% | +27.8% |
| All | +36.0% | +62.0% | -26.0% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 1y: compounded portfolio wealth divided by compounded MAR 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…
1y analysis · Full analysis span regression · 6 months rolling