+1,598.5%
TSM vs MAR
+528.1%
+1,070.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.6% | +1.0% |
| 7D | -2.1% | +2.9% | -4.9% | -3.0% |
| 30D | -12.5% | +17.0% | -29.6% | -17.6% |
| 3M | -5.0% | +23.2% | -28.2% | -12.4% |
| 6M | -3.2% | +21.7% | -25.0% | -10.8% |
| YTD | +31.5% | +38.9% | -7.4% | +14.9% |
| 1Y | +35.7% | +48.7% | -13.0% | +15.3% |
| 3Y | +323.5% | +122.9% | +200.6% | +206.4% |
| 5Y | +263.4% | +177.5% | +85.9% | +140.9% |
| 10Y | +1,598.5% | +537.5% | +1,061.0% | +962.0% |
| All | +1,598.5% | +528.1% | +1,070.4% | +962.0% |
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