-47.6%
BMNR vs TYL
-39.1%
-8.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.1% | +3.4% |
| 7D | +0.2% | -7.5% | +7.8% | -0.1% |
| 30D | +39.9% | +6.0% | +33.9% | +40.9% |
| 3M | +51.5% | +13.9% | +37.6% | +53.7% |
| 6M | +18.9% | -3.3% | +22.3% | +20.5% |
| YTD | -7.8% | -25.8% | +18.0% | -12.2% |
| 1Y | -47.6% | -39.2% | -8.4% | -49.8% |
| All | -47.6% | -39.1% | -8.6% | -49.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling