-47.6%
BMNR vs TJX
-9.1%
-38.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.7% | +3.3% |
| 7D | +0.2% | -4.6% | +4.8% | -1.4% |
| 30D | +39.9% | -17.2% | +57.1% | +31.3% |
| 3M | +51.5% | -24.9% | +76.4% | +39.0% |
| 6M | +18.9% | -19.7% | +38.6% | +10.8% |
| YTD | -7.8% | -17.2% | +9.4% | -10.8% |
| 1Y | -47.6% | -9.4% | -38.2% | -41.3% |
| All | -47.6% | -9.1% | -38.5% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TJX.
Daily Out/Under-Performance
Portfolio return minus TJX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TJX 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 TJX 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