-29.9%
FBTC vs TMF
-30.5%
+0.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -3.3% |
| 7D | -9.2% | -9.3% | +0.1% | -8.3% |
| 30D | -15.8% | +1.9% | -17.7% | -16.1% |
| 3M | +8.7% | -11.2% | +19.9% | +10.1% |
| 6M | -13.6% | -17.7% | +4.1% | -12.3% |
| YTD | -21.5% | -24.5% | +3.0% | -20.9% |
| 1Y | -29.9% | -29.4% | -0.5% | -25.0% |
| All | -29.9% | -30.5% | +0.5% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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