+1,173.1%
MRVL vs TFC
+79.2%
+1,093.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.2% | -5.9% | -5.2% |
| 7D | +11.0% | +2.3% | +8.8% | +9.9% |
| 30D | -36.1% | +10.8% | -46.9% | -39.3% |
| 3M | -29.4% | -3.8% | -25.7% | -28.8% |
| 6M | -11.9% | +9.6% | -21.4% | -17.2% |
| YTD | +84.8% | +5.8% | +79.0% | +75.6% |
| 1Y | +79.4% | +16.2% | +63.2% | +62.9% |
| 3Y | +195.7% | +96.0% | +99.8% | +112.4% |
| 5Y | +117.2% | +1.7% | +115.5% | +102.3% |
| All | +1,173.1% | +79.2% | +1,093.9% | +797.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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