-18.4%
TSLL vs FBTC
+65.3%
-83.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.5% | -9.3% | -9.6% |
| 7D | +1.9% | +2.9% | -1.0% | 0.0% |
| 30D | +17.8% | +23.0% | -5.3% | -1.5% |
| 3M | -37.0% | +25.6% | -62.6% | -47.5% |
| 6M | -37.7% | +9.0% | -46.7% | -41.5% |
| YTD | -51.4% | -8.9% | -42.4% | -47.5% |
| 1Y | -23.4% | -27.5% | +4.2% | +1.3% |
| All | -18.4% | +65.3% | -83.7% | -31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling