-44.9%
BMNR vs TFC
+20.8%
-65.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.0% | +2.9% | +4.5% |
| 7D | -1.5% | +5.1% | -6.5% | -3.7% |
| 30D | -18.9% | +9.8% | -28.7% | -22.5% |
| 3M | +20.1% | -2.4% | +22.5% | +20.7% |
| 6M | -4.7% | +4.9% | -9.6% | -10.3% |
| YTD | -20.0% | +6.6% | -26.5% | -34.0% |
| 1Y | -44.9% | +21.3% | -66.2% | -66.6% |
| All | -44.9% | +20.8% | -65.7% | -66.6% |
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