+81.9%
TOST vs FBTC
+65.3%
+16.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.8% |
| 7D | -3.4% | +2.9% | -6.3% | -4.3% |
| 30D | -2.4% | +23.0% | -25.5% | -8.4% |
| 3M | +34.6% | +25.6% | +9.0% | +25.2% |
| 6M | +15.2% | +9.0% | +6.2% | +11.4% |
| YTD | -4.4% | -8.9% | +4.6% | -3.4% |
| 1Y | -17.4% | -27.5% | +10.1% | -11.0% |
| All | +81.9% | +65.3% | +16.6% | +34.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling