-25.1%
MARA vs TCOM
-42.5%
+17.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.2% |
| 7D | +6.0% | -9.5% | +15.5% | +9.0% |
| 30D | +0.6% | -10.7% | +11.3% | +3.9% |
| 3M | -18.5% | -14.6% | -3.9% | -14.8% |
| 6M | +21.7% | -19.3% | +41.1% | +30.1% |
| YTD | +25.9% | -42.9% | +68.9% | +46.2% |
| 1Y | -25.1% | -43.8% | +18.6% | -11.9% |
| All | -25.1% | -42.5% | +17.3% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling