+17.3%
TMUS vs FBTC
+62.5%
-45.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.1% |
| 7D | -0.3% | +1.5% | -1.8% | -0.3% |
| 30D | +3.1% | +20.7% | -17.5% | +3.0% |
| 3M | +2.4% | +23.7% | -21.2% | +2.3% |
| 6M | -17.1% | +15.0% | -32.1% | -17.2% |
| YTD | -9.1% | -10.5% | +1.4% | -8.8% |
| 1Y | -23.6% | -30.3% | +6.6% | -23.0% |
| All | +17.3% | +62.5% | -45.1% | +15.7% |
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