+223.1%
BMNR vs TFC
+34.3%
+188.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.3% | +3.2% |
| 7D | +0.2% | -2.4% | +2.7% | +4.9% |
| 30D | +39.9% | -3.4% | +43.3% | +47.3% |
| 3M | +51.5% | +0.4% | +51.1% | +40.5% |
| 6M | +18.9% | +12.7% | +6.2% | -23.7% |
| YTD | -7.8% | +5.6% | -13.4% | -37.6% |
| 1Y | -47.6% | +16.0% | -63.6% | -77.4% |
| All | +223.1% | +34.3% | +188.7% | -72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling