+232.5%
BMNR vs TTWO
-2.9%
+235.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.5% | -0.5% | +0.4% |
| 7D | +3.2% | +3.8% | -0.7% | +0.4% |
| 30D | +42.5% | -9.7% | +52.2% | +52.5% |
| 3M | +59.9% | +5.3% | +54.6% | +46.0% |
| 6M | +25.4% | +6.9% | +18.5% | +11.6% |
| YTD | -5.1% | -12.9% | +7.8% | +11.1% |
| 1Y | -53.2% | -9.5% | -43.7% | -48.6% |
| All | +232.5% | -2.9% | +235.4% | +274.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling