-40.8%
BMNR vs TGT
+84.5%
-125.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.3% | -5.9% | -5.7% |
| 7D | +4.9% | +0.8% | +4.1% | +4.6% |
| 30D | +35.5% | +12.2% | +23.3% | +30.0% |
| 3M | +39.6% | +33.8% | +5.8% | +23.3% |
| 6M | +18.2% | +39.3% | -21.1% | +0.1% |
| YTD | -8.0% | +72.9% | -80.9% | -34.7% |
| 1Y | -40.8% | +84.6% | -125.4% | -59.9% |
| All | -40.8% | +84.5% | -125.3% | -59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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