+38.8%
TXG vs FBTC
+59.7%
-20.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | +0.1% | -0.8% |
| 7D | +5.0% | -5.8% | +10.8% | +7.3% |
| 30D | +13.5% | +21.4% | -7.9% | +5.9% |
| 3M | +128.0% | +24.5% | +103.6% | +110.8% |
| 6M | +224.4% | +9.9% | +214.6% | +211.0% |
| YTD | +307.0% | -12.0% | +319.0% | +317.9% |
| 1Y | +427.2% | -32.3% | +459.6% | +497.7% |
| All | +38.8% | +59.7% | -20.9% | +10.5% |
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