+223.1%
BMNR vs TEM
-5.0%
+228.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.5% | +3.0% | +3.4% |
| 7D | +0.2% | -8.7% | +8.9% | +0.6% |
| 30D | +39.9% | +8.1% | +31.9% | +39.7% |
| 3M | +51.5% | +19.0% | +32.5% | +52.2% |
| 6M | +18.9% | +12.0% | +6.9% | +16.3% |
| YTD | -7.8% | -0.1% | -7.7% | -14.3% |
| 1Y | -47.6% | -33.5% | -14.1% | -73.2% |
| All | +223.1% | -5.0% | +228.0% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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