-30.8%
TSLL vs BMNR
-46.4%
+15.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.4% | -2.5% | -0.6% |
| 7D | +6.1% | +0.2% | +5.9% | +5.9% |
| 30D | +20.6% | +39.9% | -19.3% | +4.5% |
| 3M | -25.4% | +51.5% | -76.9% | -37.6% |
| 6M | -34.2% | +18.9% | -53.1% | -39.6% |
| YTD | -48.4% | -7.8% | -40.6% | -49.5% |
| 1Y | -30.8% | -47.6% | +16.8% | -14.0% |
| All | -30.8% | -46.4% | +15.6% | -14.0% |
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