-25.1%
MARA vs TSLQ
-50.5%
+25.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +12.0% | -14.5% | +1.5% |
| 7D | +6.0% | -5.8% | +11.8% | +5.1% |
| 30D | +0.6% | -22.1% | +22.7% | -5.7% |
| 3M | -18.5% | +10.1% | -28.6% | -9.3% |
| 6M | +21.7% | -6.8% | +28.5% | +32.6% |
| YTD | +25.9% | +8.5% | +17.4% | +48.6% |
| 1Y | -25.1% | -49.7% | +24.6% | -19.9% |
| All | -25.1% | -50.5% | +25.3% | -19.9% |
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