+298.8%
MRVL vs TFC
+103.0%
+195.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.1% | +7.0% | +7.0% |
| 7D | +3.2% | +2.4% | +0.8% | +1.7% |
| 30D | +5.9% | -1.3% | +7.2% | +6.4% |
| 3M | -29.3% | +6.1% | -35.4% | -33.3% |
| 6M | +186.5% | +7.3% | +179.1% | +167.5% |
| YTD | +163.4% | +8.2% | +155.2% | +142.7% |
| 1Y | +249.5% | +14.4% | +235.1% | +208.1% |
| All | +298.8% | +103.0% | +195.7% | +157.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling