+64.5%
FBTC vs TCOM
+4.6%
+59.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | -3.1% | -4.9% | +1.8% | -2.4% |
| 30D | +22.0% | -14.4% | +36.4% | +24.7% |
| 3M | +21.6% | -17.7% | +39.3% | +24.7% |
| 6M | +9.2% | -25.1% | +34.3% | +13.4% |
| YTD | -11.8% | -45.7% | +34.0% | -4.7% |
| 1Y | -32.7% | -47.9% | +15.2% | -26.9% |
| All | +64.5% | +4.6% | +59.9% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling