+348.1%
TSM vs FBTC
+62.5%
+285.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +2.7% |
| 7D | +6.0% | +1.5% | +4.5% | +5.6% |
| 30D | +4.5% | +20.7% | -16.2% | +0.2% |
| 3M | +3.1% | +23.7% | -20.6% | -1.7% |
| 6M | +30.2% | +15.0% | +15.2% | +26.0% |
| YTD | +45.2% | -10.5% | +55.7% | +46.6% |
| 1Y | +79.6% | -30.3% | +109.8% | +89.9% |
| All | +348.1% | +62.5% | +285.6% | +343.4% |
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