-96.8%
TSLQ vs FBTC
+42.6%
-139.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.5% | +7.2% | +0.7% |
| 7D | -16.8% | -9.2% | -7.7% | -23.5% |
| 30D | -18.0% | -15.8% | -2.2% | -28.6% |
| 3M | -34.5% | +8.7% | -43.1% | -27.3% |
| 6M | -8.9% | -13.6% | +4.7% | -13.4% |
| YTD | -19.0% | -21.5% | +2.5% | -24.6% |
| 1Y | -38.2% | -29.9% | -8.3% | -47.6% |
| All | -96.8% | +42.6% | -139.4% | -94.8% |
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