-23.4%
TSLL vs MARA
-28.1%
+4.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.5% | -9.3% | -10.9% |
| 7D | +1.9% | +6.0% | -4.1% | -0.1% |
| 30D | +17.8% | +0.6% | +17.1% | +16.3% |
| 3M | -37.0% | -18.5% | -18.5% | -32.7% |
| 6M | -37.7% | +21.7% | -59.4% | -43.5% |
| YTD | -51.4% | +25.9% | -77.3% | -57.3% |
| 1Y | -23.4% | -25.1% | +1.8% | -5.9% |
| All | -23.4% | -28.1% | +4.7% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MARA.
Daily Out/Under-Performance
Portfolio return minus MARA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MARA 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 MARA 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