+52.2%
TFC vs FBTC
+47.7%
+4.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | -0.1% |
| 7D | +0.1% | -6.3% | +6.4% | +1.0% |
| 30D | +8.6% | -14.3% | +22.9% | +11.0% |
| 3M | -4.3% | +12.6% | -16.9% | -6.3% |
| 6M | +5.4% | -11.8% | +17.3% | +7.1% |
| YTD | +4.5% | -18.6% | +23.1% | +6.8% |
| 1Y | +14.0% | -29.9% | +43.9% | +19.4% |
| All | +52.2% | +47.7% | +4.5% | +34.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling