-21.5%
TSCO vs FBTC
+60.2%
-81.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | -5.7% | -3.1% | -2.5% | -5.5% |
| 30D | -8.8% | +22.0% | -30.8% | -9.8% |
| 3M | +6.3% | +21.6% | -15.3% | +5.0% |
| 6M | -32.3% | +9.2% | -41.5% | -32.7% |
| YTD | -32.7% | -11.8% | -20.9% | -32.4% |
| 1Y | -43.7% | -32.7% | -11.0% | -42.7% |
| All | -21.5% | +60.2% | -81.6% | -24.3% |
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