+381.5%
MRVL vs TSLQ
-97.0%
+478.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +12.0% | -4.9% | +10.3% |
| 7D | +3.2% | -5.8% | +9.0% | +1.7% |
| 30D | +5.9% | -22.1% | +28.0% | -0.3% |
| 3M | -29.3% | +10.1% | -39.4% | -22.3% |
| 6M | +186.5% | -6.8% | +193.3% | +209.4% |
| YTD | +163.4% | +8.5% | +154.9% | +199.7% |
| 1Y | +249.5% | -49.7% | +299.2% | +241.4% |
| 3Y | +289.4% | -95.6% | +385.0% | +199.0% |
| All | +381.5% | -97.0% | +478.6% | +267.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling