+222.3%
BMNR vs TOST
-18.7%
+241.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.7% | -5.6% |
| 7D | +4.9% | -3.4% | +8.3% | +7.3% |
| 30D | +35.5% | -2.4% | +37.9% | +37.0% |
| 3M | +39.6% | +34.6% | +5.0% | +10.8% |
| 6M | +18.2% | +15.2% | +3.0% | +4.3% |
| YTD | -8.0% | -4.4% | -3.6% | -2.1% |
| 1Y | -40.8% | -17.4% | -23.4% | -17.2% |
| All | +222.3% | -18.7% | +241.0% | +240.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling