+82.7%
MRVL vs TLN
-17.6%
+100.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -8.5% | +1.5% | -2.4% |
| 7D | -36.5% | -6.0% | -30.5% | -34.2% |
| 30D | -41.1% | -1.5% | -39.5% | -40.4% |
| 3M | -26.9% | -3.9% | -23.0% | -25.2% |
| 6M | -2.3% | -15.0% | +12.7% | +5.7% |
| YTD | +88.4% | -12.8% | +101.2% | +96.2% |
| 1Y | +82.7% | -17.3% | +100.1% | +96.3% |
| All | +82.7% | -17.6% | +100.4% | +96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling