-23.7%
MARA vs TEL
+1.5%
-25.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.6% | +1.2% | +2.3% |
| 7D | +5.9% | +1.6% | +4.3% | +4.7% |
| 30D | +24.3% | -0.7% | +24.9% | +24.8% |
| 3M | -12.0% | +2.4% | -14.4% | -13.8% |
| 6M | +40.1% | +4.1% | +36.0% | +29.4% |
| YTD | +33.4% | -5.8% | +39.2% | +31.8% |
| 1Y | -23.7% | +0.9% | -24.6% | -34.1% |
| All | -23.7% | +1.5% | -25.3% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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