+66.9%
FBTC vs TW
+10.8%
+56.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | -1.5% |
| 7D | +1.5% | -3.5% | +5.0% | +1.8% |
| 30D | +20.7% | +0.5% | +20.2% | +20.6% |
| 3M | +23.7% | +4.9% | +18.7% | +22.9% |
| 6M | +15.0% | -17.1% | +32.1% | +18.1% |
| YTD | -10.5% | -3.9% | -6.7% | -10.5% |
| 1Y | -30.3% | -13.3% | -17.0% | -28.4% |
| All | +66.9% | +10.8% | +56.1% | +49.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling