-90.0%
MARA vs TJX
+623.7%
-713.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.3% | +5.1% | +5.0% |
| 7D | +5.9% | -4.6% | +10.5% | +8.8% |
| 30D | +24.3% | -17.2% | +41.4% | +38.3% |
| 3M | -12.0% | -24.9% | +12.9% | +3.1% |
| 6M | +40.1% | -19.7% | +59.8% | +55.7% |
| YTD | +33.4% | -17.2% | +50.6% | +44.9% |
| 1Y | -23.7% | -9.4% | -14.3% | -22.5% |
| 3Y | +19.0% | +43.1% | -24.1% | -8.8% |
| 5Y | -66.5% | +96.7% | -163.2% | -78.2% |
| 10Y | -73.4% | +287.7% | -361.2% | -86.4% |
| All | -90.0% | +623.7% | -713.7% | -96.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling