+392.6%
TLN vs FBTC
+62.0%
+330.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | +5.8% | +1.1% | +4.7% | +5.4% |
| 30D | -6.9% | +22.3% | -29.1% | -11.9% |
| 3M | -10.9% | +26.0% | -36.9% | -16.4% |
| 6M | -4.6% | +13.2% | -17.8% | -8.1% |
| YTD | -14.7% | -10.7% | -4.0% | -13.4% |
| 1Y | -17.9% | -30.0% | +12.0% | -11.7% |
| All | +392.6% | +62.0% | +330.5% | +350.5% |
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