-5.3%
TLT vs FBTC
+62.0%
-67.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -0.3% | +1.1% | -1.4% | -0.3% |
| 30D | 0.0% | +22.3% | -22.3% | 0.0% |
| 3M | -2.9% | +26.0% | -28.8% | -2.8% |
| 6M | -6.3% | +13.2% | -19.4% | -6.2% |
| YTD | -3.3% | -10.7% | +7.4% | -3.3% |
| 1Y | -4.2% | -30.0% | +25.7% | -4.3% |
| All | -5.3% | +62.0% | -67.3% | -6.6% |
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