+164.4%
MRVL vs TSLL
-62.0%
+226.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -21.9% | +5.5% | -11.0% |
| 7D | -38.8% | -28.9% | -9.9% | -33.3% |
| 30D | -53.5% | -21.4% | -32.0% | -50.5% |
| 3M | -36.7% | +5.0% | -41.7% | -38.1% |
| 6M | -20.8% | -36.6% | +15.7% | -13.6% |
| YTD | +57.4% | -56.6% | +114.1% | +83.7% |
| 1Y | +44.0% | -60.9% | +104.9% | +70.7% |
| 3Y | +162.2% | -25.2% | +187.4% | +107.6% |
| All | +164.4% | -62.0% | +226.4% | +142.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling