+223.1%
BMNR vs TT
+2.9%
+220.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.6% | +2.8% | +2.6% |
| 7D | +0.2% | -1.2% | +1.4% | +1.8% |
| 30D | +39.9% | -7.3% | +47.2% | +53.7% |
| 3M | +51.5% | -3.6% | +55.1% | +53.6% |
| 6M | +18.9% | +2.8% | +16.1% | +5.7% |
| YTD | -7.8% | +14.5% | -22.3% | -39.3% |
| 1Y | -47.6% | +7.4% | -55.0% | -61.3% |
| All | +223.1% | +2.9% | +220.1% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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