+65.9%
MRVL vs TSLL
-47.2%
+113.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.1% | -0.5% |
| 7D | -10.2% | -11.0% | +0.8% | -6.3% |
| 30D | -43.9% | -5.3% | -38.6% | -42.8% |
| 3M | -26.0% | +20.8% | -46.8% | -32.3% |
| 6M | -9.2% | -36.0% | +26.8% | +1.3% |
| YTD | +82.0% | -47.3% | +129.3% | +108.2% |
| 1Y | +65.9% | -48.4% | +114.3% | +86.4% |
| All | +65.9% | -47.2% | +113.1% | +86.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling