+242.5%
TPR vs FBTC
+65.3%
+177.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.4% |
| 7D | -2.3% | +2.9% | -5.2% | -2.8% |
| 30D | -23.0% | +23.0% | -46.0% | -25.6% |
| 3M | -12.5% | +25.6% | -38.1% | -15.9% |
| 6M | -21.4% | +9.0% | -30.4% | -22.8% |
| YTD | -3.5% | -8.9% | +5.4% | -3.2% |
| 1Y | +17.4% | -27.5% | +44.9% | +22.4% |
| All | +242.5% | +65.3% | +177.2% | +207.4% |
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