-37.5%
TSLL vs BMNR
-18.0%
-19.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.7% | +1.0% | -0.9% |
| 7D | +17.8% | -6.3% | +24.1% | +22.2% |
| 30D | +8.2% | -21.0% | +29.2% | +24.2% |
| 3M | +20.9% | -3.9% | +24.7% | +19.0% |
| 6M | -37.5% | -17.0% | -20.5% | -28.1% |
| All | -37.5% | -18.0% | -19.5% | -28.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling