-25.1%
MARA vs TJX
-4.4%
-20.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.6% |
| 7D | +6.0% | -2.2% | +8.2% | +4.4% |
| 30D | +0.6% | -17.1% | +17.8% | -8.6% |
| 3M | -18.5% | -16.5% | -2.0% | -24.8% |
| 6M | +21.7% | -17.8% | +39.6% | +10.7% |
| YTD | +25.9% | -13.2% | +39.2% | +18.1% |
| 1Y | -25.1% | -5.2% | -20.0% | -26.5% |
| All | -25.1% | -4.4% | -20.7% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TJX.
Daily Out/Under-Performance
Portfolio return minus TJX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TJX 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 TJX 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