+212.3%
BMNR vs TPR
+52.1%
+160.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -1.2% |
| 7D | -8.5% | -5.1% | -3.4% | -5.5% |
| 30D | +33.8% | -27.6% | +61.3% | +61.6% |
| 3M | +54.7% | -17.5% | +72.2% | +68.6% |
| 6M | +16.7% | -21.3% | +38.1% | +30.6% |
| YTD | -10.9% | -8.5% | -2.4% | -11.8% |
| 1Y | -46.9% | +11.5% | -58.4% | -55.8% |
| All | +212.3% | +52.1% | +160.3% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling