+223.1%
BMNR vs TW
-26.6%
+249.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.4% | +3.8% |
| 7D | +0.2% | -4.5% | +4.7% | +1.7% |
| 30D | +39.9% | -2.3% | +42.2% | +40.9% |
| 3M | +51.5% | +2.6% | +48.9% | +48.0% |
| 6M | +18.9% | -17.5% | +36.5% | +34.7% |
| YTD | -7.8% | -5.3% | -2.5% | -8.3% |
| 1Y | -47.6% | -14.8% | -32.8% | -30.9% |
| All | +223.1% | -26.6% | +249.7% | +423.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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