+195.7%
MRVL vs TSLQ
-97.0%
+292.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.7% | -8.4% | -3.7% |
| 7D | +11.0% | -16.8% | +27.9% | +6.4% |
| 30D | -36.1% | -18.0% | -18.1% | -37.3% |
| 3M | -29.4% | -34.5% | +5.0% | -33.6% |
| 6M | -11.9% | -8.9% | -3.0% | -4.4% |
| YTD | +84.8% | -19.0% | +103.8% | +100.9% |
| 1Y | +79.4% | -38.2% | +117.6% | +85.7% |
| 3Y | +195.7% | -96.9% | +292.7% | +144.5% |
| All | +195.7% | -97.0% | +292.8% | +144.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling