+223.1%
BMNR vs TAP
-21.4%
+244.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.3% | +2.2% | +2.3% |
| 7D | +0.2% | -3.9% | +4.1% | +3.8% |
| 30D | +39.9% | -5.3% | +45.2% | +45.6% |
| 3M | +51.5% | -3.8% | +55.3% | +51.6% |
| 6M | +18.9% | -11.4% | +30.3% | +31.3% |
| YTD | -7.8% | -13.7% | +5.9% | -14.7% |
| 1Y | -47.6% | -17.2% | -30.4% | -39.6% |
| All | +223.1% | -21.4% | +244.4% | -71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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