+212.3%
BMNR vs TTD
-81.7%
+294.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.7% | -0.4% |
| 7D | -8.5% | -7.4% | -1.1% | -4.3% |
| 30D | +33.8% | +3.0% | +30.8% | +31.0% |
| 3M | +54.7% | -27.6% | +82.3% | +80.0% |
| 6M | +16.7% | -49.5% | +66.2% | +72.7% |
| YTD | -10.9% | -63.2% | +52.3% | +75.9% |
| 1Y | -46.9% | -69.7% | +22.8% | +28.2% |
| All | +212.3% | -81.7% | +294.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling