-54.1%
BMNR vs TSCO
-29.5%
-24.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | +0.1% | -12.6% | -12.6% |
| 7D | -12.3% | +8.8% | -21.1% | -14.1% |
| 30D | -27.5% | +13.4% | -40.9% | -29.8% |
| 3M | +3.1% | +10.3% | -7.2% | +0.4% |
| 6M | -17.7% | +13.7% | -31.5% | -20.1% |
| YTD | -30.0% | -25.4% | -4.7% | -16.2% |
| 1Y | -54.1% | -30.5% | -23.6% | -39.9% |
| All | -54.1% | -29.5% | -24.6% | -39.9% |
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