+1,672.6%
TSM vs MRVL
+1,257.2%
+415.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRVL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.7% | -0.9% |
| 7D | +14.8% | +23.1% | -8.3% | +5.8% |
| 30D | -8.9% | -38.8% | +29.9% | +8.6% |
| 3M | -5.3% | -24.2% | +19.0% | +2.7% |
| 6M | +2.6% | 0.0% | +2.6% | -5.5% |
| YTD | +34.5% | +93.8% | -59.4% | -7.7% |
| 1Y | +41.0% | +84.4% | -43.4% | -2.0% |
| 3Y | +333.1% | +203.6% | +129.5% | +119.8% |
| 5Y | +270.1% | +127.8% | +142.3% | +92.3% |
| All | +1,672.6% | +1,257.2% | +415.4% | +339.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MRVL.
Daily Out/Under-Performance
Portfolio return minus MRVL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRVL 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 MRVL 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