-20.7%
FBTC vs TAP
+4.4%
-25.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.0% | -0.2% | +3.4% |
| 7D | -1.8% | +9.9% | -11.7% | +0.3% |
| 30D | -6.6% | +18.1% | -24.8% | -3.2% |
| 3M | +24.5% | +3.2% | +21.3% | +25.8% |
| 6M | -0.2% | +8.4% | -8.6% | +2.3% |
| YTD | -8.7% | -4.4% | -4.3% | -11.8% |
| 1Y | -20.7% | +3.2% | -24.0% | -26.5% |
| All | -20.7% | +4.4% | -25.1% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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