-46.0%
TSLL vs MARA
-60.7%
+14.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.1% | -2.3% | -4.9% |
| 7D | -9.4% | -6.5% | -2.9% | -7.5% |
| 30D | +1.6% | -38.5% | +40.1% | +20.5% |
| 3M | +29.4% | -41.5% | +70.9% | +54.5% |
| 6M | -20.1% | -41.9% | +21.8% | -4.2% |
| YTD | -44.5% | -23.5% | -21.0% | -40.2% |
| 1Y | -46.0% | -58.7% | +12.7% | -13.0% |
| All | -46.0% | -60.7% | +14.7% | -13.0% |
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