+206.1%
MRVL vs TSLL
-54.2%
+260.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +10.9% | -1.4% | +6.8% |
| 7D | -9.8% | -14.3% | +4.5% | -6.1% |
| 30D | -43.8% | -6.2% | -37.7% | -42.8% |
| 3M | -29.3% | +21.2% | -50.5% | -33.3% |
| 6M | -9.1% | -36.6% | +27.5% | -1.1% |
| YTD | +82.2% | -47.8% | +130.0% | +103.1% |
| 1Y | +70.3% | -45.2% | +115.6% | +86.7% |
| 3Y | +197.0% | -3.3% | +200.3% | +120.3% |
| All | +206.1% | -54.2% | +260.3% | +168.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 TSLL 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