-52.1%
TSLL vs MARA
-52.6%
+0.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.6% | +6.3% | +9.1% |
| 7D | -14.3% | +3.3% | -17.6% | -14.8% |
| 30D | -6.2% | -31.2% | +25.0% | +8.6% |
| 3M | +21.2% | -34.2% | +55.4% | +40.3% |
| 6M | -36.6% | -48.7% | +12.1% | -19.9% |
| YTD | -47.8% | -26.1% | -21.7% | -45.4% |
| 1Y | -45.2% | -58.2% | +12.9% | -29.0% |
| 3Y | -3.3% | -28.1% | +24.8% | -5.3% |
| All | -52.1% | -52.6% | +0.5% | -54.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling