+212.3%
BMNR vs TMUS
-24.9%
+237.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -8.5% | -5.8% | -2.7% | -2.9% |
| 30D | +33.8% | -0.2% | +34.0% | +33.3% |
| 3M | +54.7% | -4.0% | +58.7% | +55.7% |
| 6M | +16.7% | -18.1% | +34.9% | +57.0% |
| YTD | -10.9% | -11.3% | +0.5% | -14.1% |
| 1Y | -46.9% | -24.7% | -22.2% | +16.9% |
| All | +212.3% | -24.9% | +237.3% | +230.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 all: compounded portfolio wealth divided by compounded TMUS 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…
all analysis · Full analysis span regression · 6 months rolling