+1,743.1%
MRVL vs TSEM
-53.9%
+1,796.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +7.8% | -0.8% | +5.0% |
| 7D | +3.2% | +6.9% | -3.7% | +1.4% |
| 30D | +5.9% | +5.3% | +0.6% | +4.2% |
| 3M | -29.3% | -14.9% | -14.4% | -26.0% |
| 6M | +186.5% | +80.0% | +106.5% | +147.7% |
| YTD | +163.4% | +89.4% | +74.1% | +123.6% |
| 1Y | +249.5% | +253.1% | -3.6% | +153.8% |
| 3Y | +289.4% | +642.1% | -352.8% | +140.1% |
| 5Y | +270.2% | +659.1% | -388.8% | +127.7% |
| 10Y | +1,748.8% | +1,291.4% | +457.5% | +903.4% |
| All | +1,743.1% | -53.9% | +1,796.9% | +1,404.2% |
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