-23.4%
TSLL vs BMNR
-42.5%
+19.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -5.6% | -6.3% | -9.3% |
| 7D | +1.9% | +4.9% | -3.0% | +0.2% |
| 30D | +17.8% | +35.5% | -17.7% | +3.4% |
| 3M | -37.0% | +39.6% | -76.6% | -45.3% |
| 6M | -37.7% | +18.2% | -55.9% | -42.7% |
| YTD | -51.4% | -8.0% | -43.3% | -52.3% |
| 1Y | -23.4% | -40.8% | +17.4% | -1.0% |
| All | -23.4% | -42.5% | +19.2% | -1.0% |
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