+4.2%
TSLL vs BMNR
+233.9%
-229.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -7.3% | -8.5% | +1.2% | -7.3% |
| 30D | +15.8% | +33.8% | -18.0% | +15.7% |
| 3M | -19.5% | +54.7% | -74.2% | -19.5% |
| 6M | -32.1% | +16.7% | -48.8% | -32.1% |
| YTD | -48.9% | -10.9% | -38.0% | -48.9% |
| 1Y | -23.4% | -46.9% | +23.5% | -23.6% |
| All | +4.2% | +233.9% | -229.7% | +9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling