+1,235.6%
MRVL vs TSN
+15.3%
+1,220.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.4% |
| 7D | +23.1% | -1.4% | +24.6% | +23.5% |
| 30D | -38.8% | +10.2% | -49.0% | -40.2% |
| 3M | -24.2% | +7.2% | -31.4% | -25.6% |
| 6M | 0.0% | -10.6% | +10.6% | +1.6% |
| YTD | +93.8% | +3.7% | +90.1% | +88.7% |
| 1Y | +84.4% | +13.5% | +70.9% | +75.2% |
| 3Y | +203.6% | +40.1% | +163.5% | +159.3% |
| 5Y | +127.8% | -14.5% | +142.3% | +130.1% |
| All | +1,235.6% | +15.3% | +1,220.3% | +1,043.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling