+223.1%
BMNR vs TMO
+51.4%
+171.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.1% | +2.3% | +3.3% |
| 7D | +0.2% | -0.6% | +0.9% | +0.3% |
| 30D | +39.9% | +1.1% | +38.8% | +39.9% |
| 3M | +51.5% | +28.3% | +23.2% | +50.2% |
| 6M | +18.9% | +23.3% | -4.4% | +18.7% |
| YTD | -7.8% | +5.5% | -13.3% | -10.3% |
| 1Y | -47.6% | +24.5% | -72.2% | -39.3% |
| All | +223.1% | +51.4% | +171.7% | +612.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling