-48.9%
TSLL vs MARA
-59.9%
+11.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.6% | +6.3% | +9.1% |
| 7D | -14.3% | +3.3% | -17.6% | -14.6% |
| 30D | -6.2% | -31.2% | +25.0% | +7.9% |
| 3M | +21.2% | -34.2% | +55.4% | +39.8% |
| 6M | -36.6% | -48.7% | +12.1% | -20.3% |
| YTD | -47.8% | -26.1% | -21.7% | -42.1% |
| All | -48.9% | -59.9% | +11.0% | -22.9% |
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