+45.8%
TXN vs BMNR
+245.3%
-199.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.4% | +0.4% | +3.8% |
| 7D | +4.0% | +0.2% | +3.7% | +4.0% |
| 30D | -2.9% | +39.9% | -42.8% | -2.9% |
| 3M | -9.1% | +51.5% | -60.6% | -9.2% |
| 6M | +36.6% | +18.9% | +17.7% | +36.5% |
| YTD | +57.5% | -7.8% | +65.3% | +57.4% |
| 1Y | +49.5% | -47.6% | +97.1% | +49.5% |
| All | +45.8% | +245.3% | -199.6% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BMNR.
Daily Out/Under-Performance
Portfolio return minus BMNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMNR 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 BMNR 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