-40.8%
BMNR vs TSCO
-40.6%
-0.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.1% | -6.7% | -6.0% |
| 7D | +4.9% | +0.8% | +4.1% | +4.6% |
| 30D | +35.5% | +5.5% | +30.0% | +32.3% |
| 3M | +39.6% | +20.0% | +19.6% | +27.8% |
| 6M | +18.2% | -29.8% | +48.0% | +55.4% |
| YTD | -8.0% | -28.7% | +20.6% | +15.5% |
| 1Y | -40.8% | -40.9% | +0.1% | +10.4% |
| All | -40.8% | -40.6% | -0.2% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 TSCO 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