+234.2%
MRVL vs TSLL
-51.1%
+285.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +5.8% | +3.5% | +7.9% |
| 7D | +5.6% | +0.5% | +5.1% | +5.8% |
| 30D | -36.5% | +2.7% | -39.2% | -36.7% |
| 3M | -20.5% | +26.3% | -46.7% | -25.6% |
| 6M | -1.1% | -37.2% | +36.0% | +7.8% |
| YTD | +99.0% | -44.2% | +143.2% | +118.3% |
| 1Y | +89.3% | -44.0% | +133.2% | +106.2% |
| 3Y | +211.6% | 0.0% | +211.6% | +129.7% |
| All | +234.2% | -51.1% | +285.4% | +188.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling