-40.8%
BMNR vs TFC
+15.4%
-56.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.7% | -5.6% |
| 7D | +4.9% | +2.4% | +2.5% | +3.6% |
| 30D | +35.5% | -1.3% | +36.8% | +36.1% |
| 3M | +39.6% | +6.1% | +33.5% | +31.1% |
| 6M | +18.2% | +7.3% | +10.9% | +7.4% |
| YTD | -8.0% | +8.2% | -16.2% | -20.0% |
| 1Y | -40.8% | +14.4% | -55.2% | -50.4% |
| All | -40.8% | +15.4% | -56.2% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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