-47.6%
BMNR vs TOST
-19.3%
-28.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.6% | +2.9% | +3.1% |
| 7D | +0.2% | -5.4% | +5.6% | +3.0% |
| 30D | +39.9% | -5.7% | +45.6% | +43.6% |
| 3M | +51.5% | +30.1% | +21.4% | +31.4% |
| 6M | +18.9% | +11.9% | +7.0% | +10.0% |
| YTD | -7.8% | -9.5% | +1.7% | -4.5% |
| 1Y | -47.6% | -21.3% | -26.4% | -34.6% |
| All | -47.6% | -19.3% | -28.3% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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