+308.1%
TSM vs FBTC
+42.6%
+265.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.8% | -0.9% |
| 7D | +6.2% | -9.2% | +15.4% | +8.5% |
| 30D | -7.3% | -15.8% | +8.5% | -3.5% |
| 3M | -7.1% | +8.7% | -15.8% | -8.7% |
| 6M | +0.2% | -13.6% | +13.9% | +3.2% |
| YTD | +32.2% | -21.5% | +53.7% | +37.6% |
| 1Y | +42.8% | -29.9% | +72.7% | +51.7% |
| All | +308.1% | +42.6% | +265.5% | +316.3% |
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