-54.1%
BMNR vs TTWO
-15.9%
-38.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | +2.1% | -14.7% | -13.3% |
| 7D | -12.3% | +10.3% | -22.6% | -15.5% |
| 30D | -27.5% | +5.3% | -32.8% | -29.1% |
| 3M | +3.1% | -9.2% | +12.3% | +5.3% |
| 6M | -17.7% | -4.4% | -13.4% | -18.6% |
| YTD | -30.0% | -16.7% | -13.4% | -34.4% |
| 1Y | -54.1% | -16.3% | -37.9% | -56.8% |
| All | -54.1% | -15.9% | -38.2% | -56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 1y: compounded portfolio wealth divided by compounded TTWO 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…
1y analysis · Full analysis span regression · 6 months rolling