+47.9%
MARA vs TSLQ
-97.3%
+145.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -8.0% | +12.6% | +1.5% |
| 7D | +15.6% | -8.6% | +24.2% | +12.9% |
| 30D | +17.2% | -24.9% | +42.1% | +7.3% |
| 3M | -14.2% | -1.5% | -12.6% | -8.2% |
| 6M | +47.7% | -18.1% | +65.8% | +53.2% |
| YTD | +31.7% | -0.1% | +31.8% | +53.0% |
| 1Y | -22.2% | -51.4% | +29.2% | -26.7% |
| 3Y | +8.4% | -95.9% | +104.4% | -29.6% |
| All | +47.9% | -97.3% | +145.1% | +9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling