+69.8%
FBTC vs TXT
+1.5%
+68.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | +2.9% | -4.8% | +7.7% | +4.6% |
| 30D | +23.0% | -10.6% | +33.6% | +27.7% |
| 3M | +25.6% | -13.2% | +38.8% | +31.4% |
| 6M | +9.0% | -20.3% | +29.3% | +17.7% |
| YTD | -8.9% | -9.3% | +0.3% | -7.5% |
| 1Y | -27.5% | -2.7% | -24.8% | -28.7% |
| All | +69.8% | +1.5% | +68.3% | +74.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling