+46.4%
FBTC vs TXT
+7.4%
+39.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.3% |
| 7D | -9.2% | +0.1% | -9.3% | -9.2% |
| 30D | -15.8% | +13.3% | -29.1% | -19.3% |
| 3M | +8.7% | -5.0% | +13.6% | +10.2% |
| 6M | -13.6% | -8.4% | -5.2% | -11.5% |
| YTD | -21.5% | -4.0% | -17.5% | -21.9% |
| 1Y | -29.9% | +2.8% | -32.7% | -32.5% |
| All | +46.4% | +7.4% | +39.0% | +47.3% |
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 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