+220.3%
TE vs FBTC
+62.5%
+157.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.7% | +11.7% | +11.1% |
| 7D | +18.2% | +1.5% | +16.7% | +16.9% |
| 30D | -13.5% | +20.7% | -34.2% | -24.5% |
| 3M | -44.6% | +23.7% | -68.2% | -52.0% |
| 6M | -24.7% | +15.0% | -39.7% | -32.1% |
| YTD | -24.3% | -10.5% | -13.7% | -19.5% |
| 1Y | +155.6% | -30.3% | +185.8% | +216.7% |
| All | +220.3% | +62.5% | +157.8% | +124.3% |
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 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