+126.1%
TD vs FBTC
+47.7%
+78.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | 0.0% |
| 7D | +0.6% | -6.3% | +6.8% | +1.1% |
| 30D | +5.0% | -14.3% | +19.2% | +6.2% |
| 3M | +1.1% | +12.6% | -11.5% | +0.2% |
| 6M | +16.5% | -11.8% | +28.3% | +17.5% |
| YTD | +34.3% | -18.6% | +52.9% | +35.5% |
| 1Y | +52.9% | -29.9% | +82.8% | +55.7% |
| All | +126.1% | +47.7% | +78.3% | +118.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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