+40.7%
TXG vs FBTC
+62.0%
-21.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.8% | +2.7% |
| 7D | +9.1% | +1.1% | +8.0% | +8.6% |
| 30D | +14.9% | +22.3% | -7.4% | +6.9% |
| 3M | +120.0% | +26.0% | +94.0% | +102.5% |
| 6M | +221.8% | +13.2% | +208.7% | +205.2% |
| YTD | +312.6% | -10.7% | +323.3% | +321.4% |
| 1Y | +398.4% | -30.0% | +428.4% | +457.7% |
| All | +40.7% | +62.0% | -21.3% | +11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling