+304.0%
MRVL vs TSEM
+674.6%
-370.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +2.0% | +1.5% |
| 7D | +7.1% | +10.4% | -3.3% | +1.0% |
| 30D | +3.1% | -12.9% | +16.0% | +11.1% |
| 3M | -21.9% | -9.2% | -12.8% | -18.9% |
| 6M | +151.8% | +98.8% | +53.1% | +66.3% |
| YTD | +165.6% | +87.2% | +78.4% | +74.2% |
| 1Y | +242.3% | +239.0% | +3.3% | +44.5% |
| All | +304.0% | +674.6% | -370.6% | +2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling