-25.1%
MARA vs TLN
-17.2%
-8.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.8% | -6.3% | -4.6% |
| 7D | +6.0% | +7.1% | -1.1% | +2.0% |
| 30D | +0.6% | -3.9% | +4.5% | +2.4% |
| 3M | -18.5% | -16.2% | -2.4% | -11.2% |
| 6M | +21.7% | -5.8% | +27.6% | +24.8% |
| YTD | +25.9% | -15.4% | +41.4% | +29.2% |
| 1Y | -25.1% | -16.7% | -8.5% | -31.5% |
| All | -25.1% | -17.2% | -8.0% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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