+28.4%
TSLA vs BMNR
+245.3%
-217.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -2.9% | +0.5% |
| 7D | +3.2% | +0.2% | +3.0% | +3.2% |
| 30D | +11.6% | +39.9% | -28.3% | +11.5% |
| 3M | -8.4% | +51.5% | -60.0% | -8.5% |
| 6M | -10.4% | +18.9% | -29.3% | -10.4% |
| YTD | -18.7% | -7.8% | -10.9% | -18.8% |
| 1Y | -0.9% | -47.6% | +46.7% | -1.1% |
| All | +28.4% | +245.3% | -217.0% | +31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling