+1,256.1%
MRVL vs TSEM
-67.2%
+1,323.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -1.9% | -2.4% |
| 7D | +23.1% | +20.5% | +2.6% | +17.3% |
| 30D | -38.8% | -29.0% | -9.8% | -32.4% |
| 3M | -24.2% | -39.4% | +15.1% | -13.0% |
| 6M | 0.0% | -28.5% | +28.5% | +11.0% |
| YTD | +93.8% | +34.4% | +59.4% | +81.5% |
| 1Y | +84.4% | +48.3% | +36.1% | +68.3% |
| 3Y | +203.6% | +543.5% | -339.9% | +97.8% |
| 5Y | +127.8% | +331.4% | -203.6% | +62.0% |
| 10Y | +1,257.2% | +881.1% | +376.1% | +713.8% |
| All | +1,256.1% | -67.2% | +1,323.3% | +1,121.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling