-40.8%
BMNR vs TDG
-9.4%
-31.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -6.0% | -5.7% |
| 7D | +4.9% | -2.0% | +6.9% | +5.5% |
| 30D | +35.5% | -7.4% | +42.9% | +38.1% |
| 3M | +39.6% | -5.4% | +45.0% | +40.2% |
| 6M | +18.2% | -11.6% | +29.9% | +19.6% |
| YTD | -8.0% | -12.6% | +4.6% | -7.6% |
| 1Y | -40.8% | -9.3% | -31.5% | -38.2% |
| All | -40.8% | -9.4% | -31.4% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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