-47.6%
BMNR vs TFC
+16.6%
-64.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.3% | +3.4% |
| 7D | +0.2% | -2.4% | +2.7% | +1.6% |
| 30D | +39.9% | -3.4% | +43.3% | +42.3% |
| 3M | +51.5% | +0.4% | +51.1% | +48.1% |
| 6M | +18.9% | +12.7% | +6.2% | +1.6% |
| YTD | -7.8% | +5.6% | -13.4% | -19.4% |
| 1Y | -47.6% | +16.0% | -63.6% | -58.3% |
| All | -47.6% | +16.6% | -64.2% | -58.3% |
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