+66.9%
FBTC vs TXT
+2.1%
+64.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.9% |
| 7D | +1.5% | -0.2% | +1.8% | +1.6% |
| 30D | +20.7% | -11.1% | +31.7% | +25.5% |
| 3M | +23.7% | -13.0% | +36.6% | +29.3% |
| 6M | +15.0% | -16.2% | +31.2% | +21.6% |
| YTD | -10.5% | -8.7% | -1.8% | -9.3% |
| 1Y | -30.3% | -3.8% | -26.5% | -31.0% |
| All | +66.9% | +2.1% | +64.8% | +71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling