+66.9%
FBTC vs TAP
-32.1%
+99.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | -1.4% |
| 7D | +1.5% | -2.3% | +3.9% | +1.7% |
| 30D | +20.7% | -9.4% | +30.1% | +21.6% |
| 3M | +23.7% | -0.8% | +24.5% | +23.5% |
| 6M | +15.0% | -14.7% | +29.8% | +16.9% |
| YTD | -10.5% | -13.9% | +3.4% | -10.1% |
| 1Y | -30.3% | -18.6% | -11.6% | -29.1% |
| All | +66.9% | -32.1% | +99.0% | +75.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling