+1,815.4%
TSM vs MAR
+419.7%
+1,395.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.7% | -1.1% |
| 7D | +4.8% | -0.5% | +5.3% | +4.9% |
| 30D | +4.0% | -4.7% | +8.7% | +5.8% |
| 3M | +2.0% | -15.6% | +17.6% | +8.2% |
| 6M | +25.5% | +1.2% | +24.3% | +24.0% |
| YTD | +44.0% | +7.5% | +36.5% | +38.8% |
| 1Y | +75.4% | +26.6% | +48.8% | +57.8% |
| 3Y | +406.7% | +66.0% | +340.8% | +309.6% |
| 5Y | +285.0% | +154.1% | +130.9% | +166.6% |
| 10Y | +1,815.4% | +441.9% | +1,373.5% | +1,000.1% |
| All | +1,815.4% | +419.7% | +1,395.7% | +1,000.1% |
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