-40.8%
BMNR vs TXG
+372.5%
-413.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.7% | -5.3% |
| 7D | +4.9% | +1.8% | +3.1% | +4.5% |
| 30D | +35.5% | +32.0% | +3.5% | +23.6% |
| 3M | +39.6% | +87.0% | -47.4% | +13.4% |
| 6M | +18.2% | +180.1% | -161.8% | -16.2% |
| YTD | -8.0% | +284.1% | -292.1% | -45.4% |
| 1Y | -40.8% | +361.7% | -402.5% | -68.4% |
| All | -40.8% | +372.5% | -413.3% | -68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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