-40.8%
BMNR vs TPR
+18.2%
-59.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.4% |
| 7D | +4.9% | -2.7% | +7.6% | +6.1% |
| 30D | +35.5% | -23.3% | +58.7% | +51.3% |
| 3M | +39.6% | -12.8% | +52.4% | +43.9% |
| 6M | +18.2% | -21.7% | +40.0% | +29.4% |
| YTD | -8.0% | -3.9% | -4.2% | -10.9% |
| 1Y | -40.8% | +16.9% | -57.7% | -52.1% |
| All | -40.8% | +18.2% | -59.0% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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