+1,159.8%
TXN vs MARA
-77.5%
+1,237.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.3% | +1.0% |
| 7D | +2.7% | +13.8% | -11.2% | +2.2% |
| 30D | -6.7% | +24.7% | -31.4% | -7.4% |
| 3M | -8.9% | -10.4% | +1.5% | -8.8% |
| 6M | +34.7% | +37.6% | -3.0% | +33.0% |
| YTD | +53.3% | +32.7% | +20.6% | +51.1% |
| 1Y | +45.0% | -25.2% | +70.2% | +45.0% |
| 3Y | +73.1% | +9.3% | +63.9% | +68.0% |
| 5Y | +59.9% | -69.3% | +129.3% | +54.9% |
| 10Y | +415.7% | -73.6% | +489.3% | +359.2% |
| All | +1,159.8% | -77.5% | +1,237.3% | +1,028.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling