-40.8%
BMNR vs TMO
+27.8%
-68.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.8% | -5.3% |
| 7D | +4.9% | -1.4% | +6.3% | +5.6% |
| 30D | +35.5% | +6.2% | +29.3% | +33.0% |
| 3M | +39.6% | +27.5% | +12.1% | +25.6% |
| 6M | +18.2% | +20.0% | -1.7% | +9.4% |
| YTD | -8.0% | +6.1% | -14.2% | -7.9% |
| 1Y | -40.8% | +25.8% | -66.6% | -40.1% |
| All | -40.8% | +27.8% | -68.6% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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