+212.3%
BMNR vs TYL
-42.2%
+254.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +1.8% |
| 7D | -8.5% | -11.5% | +3.0% | +2.0% |
| 30D | +33.8% | +3.9% | +29.9% | +28.4% |
| 3M | +54.7% | +10.8% | +43.9% | +33.3% |
| 6M | +16.7% | -5.3% | +22.0% | +19.8% |
| YTD | -10.9% | -26.1% | +15.2% | +85.0% |
| 1Y | -46.9% | -38.5% | -8.4% | +155.2% |
| All | +212.3% | -42.2% | +254.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling