-37.0%
TSLL vs BMNR
+48.2%
-85.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -5.6% | -6.3% | -7.7% |
| 7D | +1.9% | +4.9% | -3.0% | -1.1% |
| 30D | +17.8% | +35.5% | -17.7% | -5.7% |
| 3M | -37.0% | +39.6% | -76.6% | -47.8% |
| All | -37.0% | +48.2% | -85.2% | -47.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling