+223.1%
BMNR vs TSN
-0.5%
+223.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.0% | +2.4% | +2.0% |
| 7D | +0.2% | +3.0% | -2.8% | -4.0% |
| 30D | +39.9% | -4.2% | +44.1% | +44.1% |
| 3M | +51.5% | -3.9% | +55.4% | +51.8% |
| 6M | +18.9% | -9.8% | +28.7% | +17.0% |
| YTD | -7.8% | -7.3% | -0.5% | -29.2% |
| 1Y | -47.6% | -2.2% | -45.4% | -74.0% |
| All | +223.1% | -0.5% | +223.5% | -75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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