+223.1%
BMNR vs TTD
-81.2%
+304.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.6% | +0.8% | +1.9% |
| 7D | +0.2% | -0.6% | +0.9% | +0.6% |
| 30D | +39.9% | +6.3% | +33.6% | +34.5% |
| 3M | +51.5% | -24.1% | +75.6% | +71.3% |
| 6M | +18.9% | -47.4% | +66.3% | +71.3% |
| YTD | -7.8% | -62.2% | +54.4% | +79.2% |
| 1Y | -47.6% | -68.3% | +20.7% | +22.1% |
| All | +223.1% | -81.2% | +304.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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