-22.2%
MARA vs TYL
-37.9%
+15.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.5% | +9.1% | +3.8% |
| 7D | +15.6% | -7.6% | +23.2% | +14.1% |
| 30D | +17.2% | +11.3% | +5.9% | +19.8% |
| 3M | -14.2% | +14.5% | -28.7% | -11.8% |
| 6M | +47.7% | -7.1% | +54.8% | +53.1% |
| YTD | +31.7% | -23.4% | +55.1% | +22.9% |
| 1Y | -22.2% | -38.6% | +16.4% | -33.4% |
| All | -22.2% | -37.9% | +15.7% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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