+18.9%
BMNR vs TXG
+237.2%
-218.3%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.3% | +0.1% | +2.5% |
| 7D | +0.2% | +9.5% | -9.2% | -2.4% |
| 30D | +39.9% | +18.8% | +21.1% | +33.8% |
| 3M | +51.5% | +136.1% | -84.6% | +25.0% |
| 6M | +18.9% | +235.2% | -216.3% | -5.6% |
| All | +18.9% | +237.2% | -218.3% | -5.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling