-44.9%
BMNR vs TSLQ
-17.8%
-27.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +6.4% | -0.6% | +8.4% |
| 7D | -1.5% | +9.8% | -11.3% | +2.2% |
| 30D | -18.9% | -6.0% | -12.8% | -20.3% |
| 3M | +20.1% | -35.0% | +55.1% | +5.3% |
| 6M | -4.7% | -24.9% | +20.3% | -4.8% |
| YTD | -20.0% | -12.7% | -7.3% | -8.3% |
| 1Y | -44.9% | -21.0% | -23.9% | -38.9% |
| All | -44.9% | -17.8% | -27.1% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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