-58.7%
MARA vs TSLQ
-17.8%
-40.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.4% | -10.5% | -1.9% |
| 7D | -6.5% | +9.8% | -16.4% | -3.5% |
| 30D | -38.5% | -6.0% | -32.5% | -39.1% |
| 3M | -41.5% | -35.0% | -6.5% | -47.4% |
| 6M | -41.9% | -24.9% | -17.0% | -41.4% |
| YTD | -23.5% | -12.7% | -10.8% | -14.0% |
| 1Y | -58.7% | -21.0% | -37.7% | -54.6% |
| All | -58.7% | -17.8% | -40.9% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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