+321.2%
MRVL vs TSLQ
-95.6%
+416.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.3% |
| 7D | +13.8% | -8.0% | +21.8% | +11.6% |
| 30D | +12.7% | -23.8% | +36.5% | +6.0% |
| 3M | -11.9% | -7.0% | -4.9% | -8.8% |
| 6M | +153.8% | -17.1% | +171.0% | +165.5% |
| YTD | +177.0% | +0.1% | +176.9% | +205.6% |
| 1Y | +252.3% | -51.2% | +303.5% | +244.5% |
| All | +321.2% | -95.6% | +416.8% | +267.1% |
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