-13.3%
TSLA vs BMNR
-46.4%
+33.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.8% | -9.2% | -4.5% |
| 7D | -4.7% | -1.5% | -3.3% | -4.6% |
| 30D | +1.7% | -18.9% | +20.6% | +5.8% |
| 3M | +17.7% | +20.1% | -2.4% | +12.3% |
| 6M | -1.9% | -4.7% | +2.8% | -3.6% |
| YTD | -14.3% | -20.0% | +5.6% | -15.4% |
| 1Y | -13.3% | -44.9% | +31.6% | -11.5% |
| All | -13.3% | -46.4% | +33.1% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BMNR.
Daily Out/Under-Performance
Portfolio return minus BMNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMNR 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 BMNR 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