+99.7%
TXN vs MARA
-60.7%
+160.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.7% | +0.2% |
| 7D | +1.0% | -6.5% | +7.6% | +1.9% |
| 30D | +6.1% | -38.5% | +44.6% | +12.9% |
| 3M | +10.4% | -41.5% | +51.9% | +17.6% |
| 6M | +12.6% | -41.9% | +54.5% | +19.8% |
| YTD | +83.5% | -23.5% | +107.0% | +91.1% |
| 1Y | +99.7% | -58.7% | +158.4% | +136.5% |
| All | +99.7% | -60.7% | +160.4% | +136.5% |
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