+290.7%
TSM vs MAR
+155.0%
+135.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.6% | +3.5% |
| 7D | +6.0% | -1.7% | +7.8% | +6.9% |
| 30D | +4.5% | -6.9% | +11.4% | +8.1% |
| 3M | +3.1% | -15.8% | +18.9% | +11.5% |
| 6M | +30.2% | +1.9% | +28.3% | +27.2% |
| YTD | +45.2% | +6.6% | +38.6% | +38.1% |
| 1Y | +79.6% | +23.7% | +55.9% | +56.5% |
| 3Y | +411.0% | +64.6% | +346.4% | +274.3% |
| 5Y | +290.7% | +156.4% | +134.4% | +135.8% |
| All | +290.7% | +155.0% | +135.7% | +135.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling