-47.6%
BMNR vs TECK
+66.9%
-114.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.8% | +2.6% | +2.8% |
| 7D | +0.2% | -3.8% | +4.1% | +2.7% |
| 30D | +39.9% | +0.7% | +39.2% | +39.1% |
| 3M | +51.5% | +4.6% | +46.9% | +45.9% |
| 6M | +18.9% | +25.1% | -6.2% | -0.8% |
| YTD | -7.8% | +39.2% | -47.0% | -29.4% |
| 1Y | -47.6% | +60.3% | -107.9% | -62.7% |
| All | -47.6% | +66.9% | -114.6% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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