+1,173.1%
MRVL vs TSEM
+805.6%
+367.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -6.9% | +2.3% | -0.7% |
| 7D | +11.0% | +7.0% | +4.1% | +6.9% |
| 30D | -36.1% | -29.8% | -6.3% | -21.4% |
| 3M | -29.4% | -41.9% | +12.5% | -4.4% |
| 6M | -11.9% | -45.8% | +33.9% | +23.8% |
| YTD | +84.8% | +25.1% | +59.7% | +55.7% |
| 1Y | +79.4% | +48.2% | +31.2% | +36.4% |
| 3Y | +195.7% | +476.5% | -280.7% | +2.8% |
| 5Y | +117.2% | +301.4% | -184.3% | -9.7% |
| All | +1,173.1% | +805.6% | +367.5% | +267.4% |
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