-18.4%
TSLL vs MARA
-34.2%
+15.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +8.0% | +0.6% | +5.2% |
| 7D | -21.2% | -6.2% | -15.0% | -18.6% |
| 30D | -13.3% | -38.7% | +25.4% | +7.0% |
| 3M | +15.4% | -40.4% | +55.8% | +41.0% |
| 6M | -34.2% | -51.3% | +17.0% | -13.1% |
| YTD | -52.9% | -29.3% | -23.6% | -50.0% |
| 1Y | -54.3% | -60.2% | +5.9% | -37.7% |
| 3Y | -18.4% | -31.3% | +12.9% | +16.2% |
| All | -18.4% | -34.2% | +15.8% | +16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling