+16,243.9%
TSM vs MAR
+2,498.9%
+13,744.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.7% | +2.8% |
| 7D | +2.7% | -4.2% | +6.9% | +4.8% |
| 30D | +3.6% | -6.7% | +10.3% | +6.9% |
| 3M | -3.4% | -12.5% | +9.1% | +2.2% |
| 6M | +20.6% | +0.6% | +20.0% | +19.3% |
| YTD | +41.9% | +9.1% | +32.8% | +34.6% |
| 1Y | +84.4% | +26.2% | +58.2% | +61.9% |
| 3Y | +380.2% | +68.2% | +312.1% | +265.1% |
| 5Y | +275.3% | +163.9% | +111.4% | +125.9% |
| 10Y | +1,751.4% | +420.6% | +1,330.8% | +594.8% |
| All | +16,243.9% | +2,498.9% | +13,744.9% | +2,009.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling