-34.2%
TSLL vs MARA
-49.4%
+15.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +8.0% | +0.6% | +4.6% |
| 7D | -21.2% | -6.2% | -15.0% | -18.1% |
| 30D | -13.3% | -38.7% | +25.4% | +8.9% |
| 3M | +15.4% | -40.4% | +55.8% | +44.4% |
| 6M | -34.2% | -51.3% | +17.0% | -6.4% |
| All | -34.2% | -49.4% | +15.2% | -6.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling