-40.8%
BMNR vs TTWO
-10.0%
-30.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.3% | -5.9% | -5.7% |
| 7D | +4.9% | -8.8% | +13.7% | +8.8% |
| 30D | +35.5% | -8.6% | +44.1% | +39.2% |
| 3M | +39.6% | -0.9% | +40.5% | +35.9% |
| 6M | +18.2% | -0.5% | +18.7% | +14.1% |
| YTD | -8.0% | -16.1% | +8.1% | -5.6% |
| 1Y | -40.8% | -10.8% | -30.0% | -41.6% |
| All | -40.8% | -10.0% | -30.8% | -41.6% |
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