+177.9%
MRVL vs TSLL
-21.0%
+198.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +8.6% | -2.9% | +3.7% |
| 7D | -28.1% | -21.2% | -6.9% | -23.9% |
| 30D | -50.4% | -13.3% | -37.1% | -48.6% |
| 3M | -32.9% | +15.4% | -48.3% | -35.7% |
| 6M | -17.9% | -34.2% | +16.3% | -11.7% |
| YTD | +66.4% | -52.9% | +119.3% | +88.6% |
| 1Y | +51.5% | -54.3% | +105.9% | +71.8% |
| 3Y | +177.9% | -18.4% | +196.3% | +150.2% |
| All | +177.9% | -21.0% | +198.9% | +150.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling