+223.1%
BMNR vs TSEM
+397.0%
-173.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.7% | +1.8% | +2.9% |
| 7D | +0.2% | -4.9% | +5.1% | +1.9% |
| 30D | +39.9% | -18.7% | +58.7% | +48.7% |
| 3M | +51.5% | -18.1% | +69.6% | +56.3% |
| 6M | +18.9% | +77.1% | -58.2% | -16.8% |
| YTD | -7.8% | +80.1% | -87.9% | -34.9% |
| 1Y | -47.6% | +220.4% | -268.0% | -65.1% |
| All | +223.1% | +397.0% | -173.9% | +85.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling