+435.8%
TSEM vs FBTC
+47.7%
+388.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | +0.7% |
| 7D | +20.5% | -6.3% | +26.8% | +22.8% |
| 30D | -29.0% | -14.3% | -14.7% | -25.4% |
| 3M | -39.4% | +12.6% | -51.9% | -41.3% |
| 6M | -28.5% | -11.8% | -16.7% | -26.1% |
| YTD | +34.4% | -18.6% | +53.1% | +40.4% |
| 1Y | +48.3% | -29.9% | +78.2% | +60.6% |
| All | +435.8% | +47.7% | +388.1% | +398.8% |
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