-31.3%
FBTC vs TXT
-0.5%
-30.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | +1.1% | +0.8% | +0.3% | +1.0% |
| 30D | +22.3% | -10.4% | +32.7% | +24.9% |
| 3M | +26.0% | -14.3% | +40.3% | +30.0% |
| 6M | +13.2% | -15.1% | +28.3% | +16.6% |
| YTD | -10.7% | -8.3% | -2.4% | -12.2% |
| All | -31.3% | -0.5% | -30.8% | -36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling