+85.8%
TOST vs FBTC
+56.9%
+28.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +9.4% | -1.2% | +10.7% | +9.8% |
| 30D | +13.5% | -9.1% | +22.6% | +16.5% |
| 3M | -0.1% | +17.6% | -17.7% | -5.3% |
| 6M | +22.5% | -7.1% | +29.5% | +24.0% |
| YTD | -2.4% | -13.6% | +11.2% | -0.1% |
| 1Y | -4.7% | -25.1% | +20.4% | +1.4% |
| All | +85.8% | +56.9% | +28.9% | +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 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