+13.1%
TSLL vs BMNR
+142.6%
-129.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.7% | +1.0% | -3.7% |
| 7D | +17.8% | -6.3% | +24.1% | +17.9% |
| 30D | +8.2% | -21.0% | +29.2% | +8.3% |
| 3M | +20.9% | -3.9% | +24.7% | +20.9% |
| 6M | -37.5% | -17.0% | -20.5% | -37.5% |
| YTD | -44.5% | -35.2% | -9.3% | -44.5% |
| 1Y | -33.0% | -51.9% | +19.0% | -33.0% |
| All | +13.1% | +142.6% | -129.4% | +18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling