-44.9%
BMNR vs TXG
+406.9%
-451.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.4% | +2.4% | +4.7% |
| 7D | -1.5% | -19.3% | +17.8% | +5.4% |
| 30D | -18.9% | -30.9% | +12.0% | -9.8% |
| 3M | +20.1% | +41.1% | -21.0% | +5.1% |
| 6M | -4.7% | +211.9% | -216.5% | -35.8% |
| YTD | -20.0% | +314.0% | -333.9% | -55.6% |
| 1Y | -44.9% | +405.4% | -450.3% | -73.4% |
| All | -44.9% | +406.9% | -451.8% | -73.4% |
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