+43.4%
TXG vs FBTC
+60.2%
-16.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +3.0% | +3.2% |
| 7D | +9.5% | -3.1% | +12.6% | +10.7% |
| 30D | +18.8% | +22.0% | -3.3% | +10.6% |
| 3M | +136.1% | +21.6% | +114.5% | +120.0% |
| 6M | +235.2% | +9.2% | +226.0% | +222.1% |
| YTD | +320.5% | -11.8% | +332.3% | +331.4% |
| 1Y | +425.2% | -32.7% | +457.9% | +496.5% |
| All | +43.4% | +60.2% | -16.7% | +14.1% |
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