+210.3%
MRVL vs TSEM
+595.4%
-385.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -1.9% | -2.2% |
| 7D | +23.1% | +20.5% | +2.6% | +9.9% |
| 30D | -38.8% | -29.0% | -9.8% | -24.3% |
| 3M | -24.2% | -39.4% | +15.1% | +1.6% |
| 6M | 0.0% | -28.5% | +28.5% | +21.3% |
| YTD | +93.8% | +34.4% | +59.4% | +54.4% |
| 1Y | +84.4% | +48.3% | +36.1% | +36.0% |
| All | +210.3% | +595.4% | -385.2% | -19.0% |
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