-46.0%
TSLL vs FBTC
-23.0%
-23.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.8% | -9.2% | -8.5% |
| 7D | -9.4% | -1.8% | -7.7% | -8.4% |
| 30D | +1.6% | -6.6% | +8.2% | +7.1% |
| 3M | +29.4% | +24.5% | +4.9% | +8.7% |
| 6M | -20.1% | -0.2% | -20.0% | -21.5% |
| YTD | -44.5% | -8.7% | -35.8% | -42.5% |
| 1Y | -46.0% | -20.7% | -25.3% | -37.8% |
| All | -46.0% | -23.0% | -23.0% | -37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling