+1,643.1%
TSM vs MAR
+529.3%
+1,113.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | +6.2% | +1.6% | +4.6% | +5.6% |
| 30D | -7.3% | +13.8% | -21.1% | -11.8% |
| 3M | -7.1% | +20.3% | -27.4% | -13.6% |
| 6M | +0.2% | +21.3% | -21.1% | -7.6% |
| YTD | +32.2% | +37.2% | -5.0% | +16.0% |
| 1Y | +42.8% | +48.4% | -5.7% | +21.2% |
| 3Y | +330.4% | +120.1% | +210.3% | +212.1% |
| 5Y | +263.9% | +182.1% | +81.9% | +139.4% |
| All | +1,643.1% | +529.3% | +1,113.8% | +841.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling