+342.5%
MRVL vs TSLL
-57.4%
+399.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -11.8% | +18.9% | +9.9% |
| 7D | +3.2% | +1.9% | +1.3% | +1.8% |
| 30D | +5.9% | +17.8% | -11.8% | +0.6% |
| 3M | -29.3% | -37.0% | +7.7% | -22.8% |
| 6M | +186.5% | -37.7% | +224.2% | +209.1% |
| YTD | +163.4% | -51.4% | +214.8% | +198.2% |
| 1Y | +249.5% | -23.4% | +272.9% | +248.3% |
| 3Y | +289.4% | -30.8% | +320.1% | +212.4% |
| All | +342.5% | -57.4% | +399.9% | +294.4% |
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 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