-32.7%
FBTC vs TW
-14.2%
-18.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.1% |
| 7D | -3.1% | -4.5% | +1.4% | -3.7% |
| 30D | +22.0% | -2.3% | +24.3% | +21.6% |
| 3M | +21.6% | +2.6% | +19.0% | +22.6% |
| 6M | +9.2% | -17.5% | +26.8% | +7.2% |
| YTD | -11.8% | -5.3% | -6.5% | -9.7% |
| 1Y | -32.7% | -14.8% | -17.9% | -32.9% |
| All | -32.7% | -14.2% | -18.5% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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