+10.4%
TMUS vs FBTC
+47.7%
-37.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | -0.7% |
| 7D | +6.5% | -6.3% | +12.8% | +6.5% |
| 30D | +11.3% | -14.3% | +25.5% | +11.2% |
| 3M | -2.9% | +12.6% | -15.4% | -3.1% |
| 6M | -10.5% | -11.8% | +1.3% | -10.7% |
| YTD | -14.4% | -18.6% | +4.2% | -14.3% |
| 1Y | -17.9% | -29.9% | +12.0% | -17.5% |
| All | +10.4% | +47.7% | -37.3% | +8.8% |
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