+397.0%
TSM vs MAR
+71.3%
+325.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.7% | +2.8% |
| 7D | +2.7% | -4.2% | +6.9% | +4.7% |
| 30D | +3.6% | -6.7% | +10.3% | +6.8% |
| 3M | -3.4% | -12.5% | +9.1% | +2.2% |
| 6M | +20.6% | +0.6% | +20.0% | +18.5% |
| YTD | +41.9% | +9.1% | +32.8% | +33.2% |
| 1Y | +84.4% | +26.2% | +58.2% | +58.4% |
| All | +397.0% | +71.3% | +325.6% | +238.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling