-66.3%
MARA vs TEL
+56.5%
-122.8%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.6% | +1.2% | +0.1% |
| 7D | +5.9% | +1.6% | +4.3% | +3.7% |
| 30D | +24.3% | -0.7% | +24.9% | +24.5% |
| 3M | -12.0% | +2.4% | -14.4% | -16.6% |
| 6M | +40.1% | +4.1% | +36.0% | +23.0% |
| YTD | +33.4% | -5.8% | +39.2% | +33.6% |
| 1Y | -23.7% | +0.9% | -24.6% | -31.8% |
| 3Y | +19.0% | +72.6% | -53.6% | -60.1% |
| All | -66.3% | +56.5% | -122.8% | -84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling