-6.8%
TSLL vs FBTC
+42.6%
-49.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.5% | -0.2% | -0.6% |
| 7D | +17.8% | -9.2% | +27.0% | +27.7% |
| 30D | +8.2% | -15.8% | +24.0% | +26.2% |
| 3M | +20.9% | +8.7% | +12.2% | +12.4% |
| 6M | -37.5% | -13.6% | -23.9% | -28.4% |
| YTD | -44.5% | -21.5% | -23.0% | -31.9% |
| 1Y | -33.0% | -29.9% | -3.0% | -10.3% |
| All | -6.8% | +42.6% | -49.4% | -11.5% |
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