+1,847.4%
MRVL vs TSEM
+1,289.9%
+557.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.9% | +0.5% | -1.2% |
| 7D | +8.7% | +0.9% | +7.8% | +8.1% |
| 30D | +6.9% | -16.6% | +23.5% | +17.6% |
| 3M | -10.1% | -10.9% | +0.8% | -5.6% |
| 6M | +143.4% | +78.0% | +65.4% | +72.9% |
| YTD | +167.5% | +77.2% | +90.3% | +84.5% |
| 1Y | +239.0% | +207.6% | +31.4% | +67.3% |
| 3Y | +311.0% | +637.8% | -326.9% | +23.2% |
| 5Y | +278.0% | +617.0% | -339.0% | +13.6% |
| All | +1,847.4% | +1,289.9% | +557.5% | +318.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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