+116.2%
TSM vs BMNR
+245.3%
-129.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.4% | -2.2% | +1.2% |
| 7D | +1.0% | +0.2% | +0.8% | +1.0% |
| 30D | +1.0% | +39.9% | -39.0% | +0.9% |
| 3M | +2.9% | +51.5% | -48.6% | +2.8% |
| 6M | +22.8% | +18.9% | +3.9% | +22.8% |
| YTD | +43.3% | -7.8% | +51.1% | +43.2% |
| 1Y | +69.2% | -47.6% | +116.8% | +69.1% |
| All | +116.2% | +245.3% | -129.1% | +119.4% |
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