-79.4%
TTD vs FBTC
+62.5%
-141.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.3% |
| 7D | +1.7% | +1.5% | +0.2% | +1.3% |
| 30D | +1.6% | +20.7% | -19.1% | -4.1% |
| 3M | -27.8% | +23.7% | -51.5% | -32.6% |
| 6M | -52.1% | +15.0% | -67.1% | -54.5% |
| YTD | -63.1% | -10.5% | -52.6% | -62.3% |
| 1Y | -73.1% | -30.3% | -42.8% | -70.4% |
| All | -79.4% | +62.5% | -141.9% | -81.8% |
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 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