+212.5%
BMNR vs TPR
+49.2%
+163.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.0% | -0.2% |
| 7D | +5.0% | -7.3% | +12.3% | +10.0% |
| 30D | +33.8% | -30.7% | +64.5% | +66.8% |
| 3M | +49.4% | -21.6% | +71.1% | +69.2% |
| 6M | +17.0% | -21.3% | +38.3% | +30.3% |
| YTD | -10.8% | -10.2% | -0.7% | -10.7% |
| 1Y | -45.7% | +9.5% | -55.2% | -54.2% |
| All | +212.5% | +49.2% | +163.2% | +44.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling