-44.9%
BMNR vs TSEM
+79.9%
-124.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -8.7% | +14.6% | +8.6% |
| 7D | -1.5% | -23.1% | +21.7% | +6.8% |
| 30D | -18.9% | -40.4% | +21.5% | -5.0% |
| 3M | +20.1% | -37.9% | +57.9% | +35.7% |
| 6M | -4.7% | -30.8% | +26.2% | -3.5% |
| YTD | -20.0% | +26.7% | -46.7% | -48.3% |
| 1Y | -44.9% | +80.5% | -125.4% | -73.1% |
| All | -44.9% | +79.9% | -124.8% | -73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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