-16.7%
TLN vs FBTC
-28.2%
+11.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.5% | +6.3% | +4.4% |
| 7D | +7.1% | +2.9% | +4.1% | +6.1% |
| 30D | -3.9% | +23.0% | -26.9% | -9.8% |
| 3M | -16.2% | +25.6% | -41.7% | -21.8% |
| 6M | -5.8% | +9.0% | -14.8% | -8.3% |
| YTD | -15.4% | -8.9% | -6.5% | -14.1% |
| 1Y | -16.7% | -27.5% | +10.9% | -5.9% |
| All | -16.7% | -28.2% | +11.5% | -5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling