-95.8%
TSLQ vs FBTC
+65.3%
-161.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -2.5% | +14.5% | +9.8% |
| 7D | -5.8% | +2.9% | -8.7% | -2.3% |
| 30D | -22.1% | +23.0% | -45.1% | -5.1% |
| 3M | +10.1% | +25.6% | -15.5% | +41.0% |
| 6M | -6.8% | +9.0% | -15.8% | +8.8% |
| YTD | +8.5% | -8.9% | +17.5% | +13.2% |
| 1Y | -49.7% | -27.5% | -22.2% | -55.2% |
| All | -95.8% | +65.3% | -161.1% | -92.2% |
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