+6.9%
TSLL vs BMNR
+241.8%
-234.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.8% | +8.7% | +7.9% |
| 7D | +5.8% | +6.0% | -0.2% | +5.8% |
| 30D | +21.7% | +31.6% | -9.9% | +21.6% |
| 3M | -28.2% | +47.0% | -75.2% | -28.3% |
| 6M | -29.5% | +31.2% | -60.7% | -29.5% |
| YTD | -47.5% | -8.8% | -38.8% | -47.6% |
| 1Y | -20.8% | -43.4% | +22.6% | -21.0% |
| All | +6.9% | +241.8% | -234.8% | +12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling