+66.4%
FBTC vs TXT
+2.5%
+63.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +1.1% | +0.8% | +0.3% | +0.8% |
| 30D | +22.3% | -10.4% | +32.7% | +26.9% |
| 3M | +26.0% | -14.3% | +40.3% | +32.6% |
| 6M | +13.2% | -15.1% | +28.3% | +19.1% |
| YTD | -10.7% | -8.3% | -2.4% | -9.7% |
| 1Y | -30.0% | -0.7% | -29.3% | -31.7% |
| All | +66.4% | +2.5% | +63.9% | +70.4% |
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