-12.3%
TSLL vs FBTC
+54.8%
-67.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -1.3% | +12.2% | +12.1% |
| 7D | -14.3% | -2.4% | -11.9% | -12.0% |
| 30D | -6.2% | -9.1% | +3.0% | +2.6% |
| 3M | +21.2% | +15.0% | +6.2% | +7.4% |
| 6M | -36.6% | -6.9% | -29.7% | -31.8% |
| YTD | -47.8% | -14.7% | -33.1% | -40.3% |
| 1Y | -45.2% | -28.1% | -17.1% | -27.7% |
| All | -12.3% | +54.8% | -67.2% | -22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling