+223.1%
BMNR vs TCOM
-36.7%
+259.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.8% | +2.6% | +3.4% |
| 7D | +0.2% | -4.9% | +5.1% | +0.6% |
| 30D | +39.9% | -14.4% | +54.3% | +41.4% |
| 3M | +51.5% | -17.7% | +69.2% | +53.3% |
| 6M | +18.9% | -25.1% | +44.0% | +20.4% |
| YTD | -7.8% | -45.7% | +37.9% | -9.8% |
| 1Y | -47.6% | -47.9% | +0.2% | -51.0% |
| All | +223.1% | -36.7% | +259.7% | +370.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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