-90.0%
MARA vs TCOM
+291.8%
-381.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.9% |
| 7D | +13.8% | -10.2% | +24.0% | +17.8% |
| 30D | +24.7% | -16.8% | +41.5% | +32.4% |
| 3M | -10.4% | -16.7% | +6.2% | -5.7% |
| 6M | +37.6% | -27.1% | +64.7% | +51.9% |
| YTD | +32.7% | -45.5% | +78.2% | +60.4% |
| 1Y | -25.2% | -45.9% | +20.7% | -9.3% |
| 3Y | +9.3% | +9.8% | -0.5% | +0.3% |
| 5Y | -69.3% | +23.8% | -93.1% | -73.9% |
| 10Y | -73.6% | -10.8% | -62.8% | -77.3% |
| All | -90.0% | +291.8% | -381.9% | -92.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling