-96.1%
TSLQ vs FBTC
+62.0%
-158.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | -0.1% |
| 7D | -8.0% | +1.1% | -9.1% | -6.5% |
| 30D | -23.8% | +22.3% | -46.0% | -7.8% |
| 3M | -7.0% | +26.0% | -33.0% | +18.0% |
| 6M | -17.1% | +13.2% | -30.3% | -0.6% |
| YTD | +0.1% | -10.7% | +10.8% | +2.4% |
| 1Y | -51.2% | -30.0% | -21.2% | -57.8% |
| All | -96.1% | +62.0% | -158.1% | -92.9% |
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