+255.3%
MRVL vs TSLQ
-49.6%
+304.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +3.7% |
| 7D | +5.6% | -6.6% | +12.2% | +3.6% |
| 30D | +8.8% | -24.3% | +33.1% | +0.2% |
| 3M | -15.9% | -3.6% | -12.3% | -11.6% |
| 6M | +161.3% | -12.0% | +173.2% | +180.3% |
| YTD | +178.2% | +1.4% | +176.9% | +212.3% |
| 1Y | +255.3% | -43.6% | +298.9% | +285.5% |
| All | +255.3% | -49.6% | +304.9% | +285.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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