-40.8%
BMNR vs TNA
+70.0%
-110.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.3% | -6.2% |
| 7D | +4.9% | -0.1% | +5.0% | +5.0% |
| 30D | +35.5% | -4.9% | +40.4% | +41.3% |
| 3M | +39.6% | +0.4% | +39.2% | +36.9% |
| 6M | +18.2% | +32.5% | -14.3% | -12.9% |
| YTD | -8.0% | +53.7% | -61.8% | -42.4% |
| 1Y | -40.8% | +65.1% | -105.9% | -61.1% |
| All | -40.8% | +70.0% | -110.8% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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