+223.1%
BMNR vs TLN
+19.8%
+203.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.0% | +3.4% |
| 7D | +0.2% | -1.3% | +1.6% | +0.3% |
| 30D | +39.9% | -14.3% | +54.2% | +40.1% |
| 3M | +51.5% | -9.3% | +60.8% | +52.4% |
| 6M | +18.9% | -1.1% | +20.0% | +22.7% |
| YTD | -7.8% | -16.6% | +8.8% | -9.0% |
| 1Y | -47.6% | -22.0% | -25.6% | -52.6% |
| All | +223.1% | +19.8% | +203.2% | +480.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 3y: compounded portfolio wealth divided by compounded TLN 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…
3y analysis · Full analysis span regression · 6 months rolling