+86.7%
TNA vs FBTC
+59.7%
+27.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.2% |
| 7D | -7.6% | -5.8% | -1.8% | -4.3% |
| 30D | -13.6% | +21.4% | -35.1% | -23.5% |
| 3M | +2.8% | +24.5% | -21.6% | -10.4% |
| 6M | +34.5% | +9.9% | +24.6% | +26.3% |
| YTD | +41.0% | -12.0% | +53.1% | +48.6% |
| 1Y | +52.0% | -32.3% | +84.4% | +86.4% |
| All | +86.7% | +59.7% | +27.0% | +38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling