+223.1%
BMNR vs TYL
-42.0%
+265.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.1% | +3.1% |
| 7D | +0.2% | -7.5% | +7.8% | +7.4% |
| 30D | +39.9% | +6.0% | +33.9% | +31.8% |
| 3M | +51.5% | +13.9% | +37.6% | +26.4% |
| 6M | +18.9% | -3.3% | +22.3% | +18.1% |
| YTD | -7.8% | -25.8% | +18.0% | +90.7% |
| 1Y | -47.6% | -39.2% | -8.4% | +195.1% |
| All | +223.1% | -42.0% | +265.0% | -102.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 10y: compounded portfolio wealth divided by compounded TYL 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…
10y analysis · Full analysis span regression · 6 months rolling