+197.0%
MRVL vs TFC
+91.2%
+105.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.9% | +7.6% | +8.4% |
| 7D | -9.8% | +0.3% | -10.1% | -9.9% |
| 30D | -43.8% | +9.2% | -53.0% | -46.8% |
| 3M | -29.3% | -2.9% | -26.4% | -28.7% |
| 6M | -9.1% | +3.5% | -12.6% | -13.8% |
| YTD | +82.2% | +5.4% | +76.8% | +68.5% |
| 1Y | +70.3% | +17.3% | +53.0% | +44.8% |
| 3Y | +197.0% | +96.7% | +100.3% | +70.2% |
| All | +197.0% | +91.2% | +105.8% | +70.2% |
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 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