-37.0%
TSLL vs FBTC
+26.2%
-63.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.5% | -9.3% | -8.1% |
| 7D | +1.9% | +2.9% | -1.0% | -1.1% |
| 30D | +17.8% | +23.0% | -5.3% | -12.0% |
| 3M | -37.0% | +25.6% | -62.6% | -53.5% |
| All | -37.0% | +26.2% | -63.2% | -53.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling