+223.1%
BMNR vs TE
+311.6%
-88.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.7% | +2.8% | +3.3% |
| 7D | +0.2% | +0.2% | 0.0% | +0.1% |
| 30D | +39.9% | -5.9% | +45.8% | +40.7% |
| 3M | +51.5% | -45.6% | +97.1% | +62.4% |
| 6M | +18.9% | -43.4% | +62.3% | +25.2% |
| YTD | -7.8% | -31.0% | +23.2% | -3.2% |
| 1Y | -47.6% | +145.2% | -192.8% | -18.2% |
| All | +223.1% | +311.6% | -88.5% | +772.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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