+53.0%
TFC vs FBTC
+62.0%
-9.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -1.3% | +1.1% | -2.4% | -1.5% |
| 30D | -2.3% | +22.3% | -24.6% | -5.4% |
| 3M | +2.5% | +26.0% | -23.5% | -1.4% |
| 6M | +9.5% | +13.2% | -3.7% | +6.9% |
| YTD | +5.1% | -10.7% | +15.8% | +6.0% |
| 1Y | +15.5% | -30.0% | +45.4% | +21.4% |
| All | +53.0% | +62.0% | -9.1% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling