-8.2%
TLN vs FBTC
-30.8%
+22.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.2% |
| 7D | +1.1% | -5.4% | +6.5% | +2.4% |
| 30D | -4.6% | -10.5% | +5.9% | -1.8% |
| 3M | +5.2% | +15.1% | -9.9% | +1.0% |
| 6M | -6.5% | -8.3% | +1.7% | -4.7% |
| YTD | -3.6% | -16.0% | +12.3% | -1.0% |
| 1Y | -8.2% | -30.7% | +22.5% | -1.0% |
| All | -8.2% | -30.8% | +22.6% | -1.0% |
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