+606.3%
TSEM vs FBTC
+59.7%
+546.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.4% | -2.5% | -3.5% |
| 7D | +0.9% | -5.8% | +6.8% | +2.5% |
| 30D | -16.6% | +21.4% | -38.1% | -21.4% |
| 3M | -10.9% | +24.5% | -35.4% | -16.4% |
| 6M | +78.0% | +9.9% | +68.1% | +72.5% |
| YTD | +77.2% | -12.0% | +89.2% | +80.0% |
| 1Y | +207.6% | -32.3% | +239.9% | +232.2% |
| All | +606.3% | +59.7% | +546.6% | +539.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling