-66.3%
MARA vs TJX
+95.5%
-161.8%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.3% | +5.1% | +5.1% |
| 7D | +5.9% | -4.6% | +10.5% | +10.7% |
| 30D | +24.3% | -17.2% | +41.4% | +47.8% |
| 3M | -12.0% | -24.9% | +12.9% | +14.3% |
| 6M | +40.1% | -19.7% | +59.8% | +65.0% |
| YTD | +33.4% | -17.2% | +50.6% | +50.1% |
| 1Y | -23.7% | -9.4% | -14.3% | -24.6% |
| 3Y | +19.0% | +43.1% | -24.1% | -35.5% |
| All | -66.3% | +95.5% | -161.8% | -88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling