+223.1%
BMNR vs TXT
+8.5%
+214.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.3% | +1.1% | +2.6% |
| 7D | +0.2% | +2.5% | -2.2% | -0.6% |
| 30D | +39.9% | -8.9% | +48.8% | +44.3% |
| 3M | +51.5% | -13.6% | +65.1% | +59.6% |
| 6M | +18.9% | -13.1% | +32.0% | +24.7% |
| YTD | -7.8% | -7.0% | -0.8% | -2.7% |
| 1Y | -47.6% | -1.4% | -46.2% | -43.2% |
| All | +223.1% | +8.5% | +214.6% | +3,074.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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