-51.7%
TSLL vs MARA
-47.6%
-4.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.5% | -9.6% | -3.2% |
| 7D | -11.0% | +2.5% | -13.5% | -11.1% |
| 30D | -5.3% | -23.9% | +18.6% | +5.2% |
| 3M | +20.8% | -23.2% | +44.0% | +31.5% |
| 6M | -36.0% | -43.3% | +7.3% | -22.4% |
| YTD | -47.3% | -18.3% | -29.0% | -47.1% |
| 1Y | -48.4% | -52.9% | +4.4% | -36.3% |
| 3Y | -5.4% | -23.6% | +18.2% | -10.1% |
| All | -51.7% | -47.6% | -4.1% | -56.3% |
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