+126.0%
TD vs FBTC
+42.6%
+83.4%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.3% |
| 7D | +1.1% | -9.2% | +10.3% | +1.9% |
| 30D | +5.2% | -15.8% | +21.0% | +6.7% |
| 3M | +1.2% | +8.7% | -7.4% | +0.6% |
| 6M | +17.7% | -13.6% | +31.4% | +19.0% |
| YTD | +34.2% | -21.5% | +55.7% | +35.9% |
| 1Y | +55.4% | -29.9% | +85.4% | +58.4% |
| All | +126.0% | +42.6% | +83.4% | +118.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling