+344.4%
TSM vs FBTC
+62.0%
+282.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.8% |
| 7D | +4.8% | +1.1% | +3.7% | +4.5% |
| 30D | +4.0% | +22.3% | -18.2% | -0.5% |
| 3M | +2.0% | +26.0% | -24.0% | -3.2% |
| 6M | +25.5% | +13.2% | +12.3% | +21.8% |
| YTD | +44.0% | -10.7% | +54.7% | +45.5% |
| 1Y | +75.4% | -30.0% | +105.4% | +85.4% |
| All | +344.4% | +62.0% | +282.3% | +339.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling