+58.7%
FBTC vs TXT
+10.3%
+48.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.6% |
| 7D | -6.8% | -0.8% | -6.0% | -6.6% |
| 30D | -9.9% | +13.4% | -23.3% | -13.7% |
| 3M | +17.5% | -2.5% | +20.0% | +18.2% |
| 6M | -9.1% | -6.2% | -2.9% | -7.5% |
| YTD | -14.9% | -1.3% | -13.5% | -16.1% |
| 1Y | -27.6% | +4.3% | -31.9% | -30.5% |
| All | +58.7% | +10.3% | +48.4% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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