-46.0%
TSLL vs BMNR
-46.4%
+0.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +5.8% | -12.2% | -8.7% |
| 7D | -9.4% | -1.5% | -8.0% | -9.3% |
| 30D | +1.6% | -18.9% | +20.5% | +9.7% |
| 3M | +29.4% | +20.1% | +9.3% | +18.7% |
| 6M | -20.1% | -4.7% | -15.5% | -21.3% |
| YTD | -44.5% | -20.0% | -24.5% | -44.2% |
| 1Y | -46.0% | -44.9% | -1.1% | -41.8% |
| All | -46.0% | -46.4% | +0.4% | -41.8% |
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