+4.6%
TMUS vs FBTC
+56.9%
-52.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | +3.6% | -1.2% | +4.8% | +3.6% |
| 30D | -3.4% | -9.1% | +5.7% | -3.4% |
| 3M | -9.5% | +17.6% | -27.0% | -9.6% |
| 6M | -15.2% | -7.1% | -8.1% | -15.4% |
| YTD | -18.9% | -13.6% | -5.4% | -18.8% |
| 1Y | -17.7% | -25.1% | +7.4% | -17.3% |
| All | +4.6% | +56.9% | -52.3% | +3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling