+84.4%
TSM vs BMNR
-42.5%
+126.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.6% | +8.4% | +3.9% |
| 7D | +2.7% | +4.9% | -2.2% | +1.4% |
| 30D | +3.6% | +35.5% | -31.9% | -2.8% |
| 3M | -3.4% | +39.6% | -42.9% | -10.3% |
| 6M | +20.6% | +18.2% | +2.4% | +14.5% |
| YTD | +41.9% | -8.0% | +49.9% | +38.2% |
| 1Y | +84.4% | -40.8% | +125.2% | +106.5% |
| All | +84.4% | -42.5% | +126.9% | +106.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling