-6.4%
TSLL vs FBTC
+54.5%
-60.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.3% | +4.5% | +4.6% |
| 7D | +0.5% | -6.8% | +7.3% | +7.8% |
| 30D | +2.7% | -9.9% | +12.5% | +13.2% |
| 3M | +26.3% | +17.5% | +8.8% | +10.0% |
| 6M | -37.2% | -9.1% | -28.1% | -31.1% |
| YTD | -44.2% | -14.9% | -29.3% | -36.1% |
| 1Y | -44.0% | -27.6% | -16.4% | -26.5% |
| All | -6.4% | +54.5% | -60.9% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling