+6.7%
TSLL vs BMNR
+234.0%
-227.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | -0.2% |
| 7D | +5.1% | +5.0% | +0.1% | +5.1% |
| 30D | +20.0% | +33.8% | -13.8% | +19.9% |
| 3M | -23.8% | +49.4% | -73.2% | -23.8% |
| 6M | -30.3% | +17.0% | -47.2% | -30.3% |
| YTD | -47.7% | -10.8% | -36.8% | -47.7% |
| 1Y | -21.2% | -45.7% | +24.5% | -21.4% |
| All | +6.7% | +234.0% | -227.3% | +11.8% |
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 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