+419.8%
TXN vs MARA
-74.3%
+494.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.8% | -1.0% | +3.6% |
| 7D | +4.0% | +5.9% | -2.0% | +3.7% |
| 30D | -2.9% | +24.3% | -27.1% | -4.0% |
| 3M | -9.1% | -12.0% | +2.9% | -8.9% |
| 6M | +36.6% | +40.1% | -3.5% | +33.8% |
| YTD | +57.5% | +33.4% | +24.1% | +53.8% |
| 1Y | +49.5% | -23.7% | +73.3% | +49.4% |
| 3Y | +76.5% | +19.0% | +57.6% | +67.6% |
| 5Y | +62.4% | -66.5% | +128.9% | +53.7% |
| All | +419.8% | -74.3% | +494.1% | +347.8% |
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