-76.5%
TTD vs FBTC
+54.5%
-131.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.3% | +3.3% |
| 7D | +20.8% | -6.8% | +27.6% | +23.2% |
| 30D | +33.8% | -9.9% | +43.7% | +37.8% |
| 3M | +17.8% | +17.5% | +0.4% | +11.7% |
| 6M | -25.7% | -9.1% | -16.7% | -24.3% |
| YTD | -57.9% | -14.9% | -43.0% | -56.5% |
| 1Y | -63.8% | -27.6% | -36.3% | -60.8% |
| All | -76.5% | +54.5% | -131.0% | -79.0% |
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