+31.0%
TXG vs FBTC
+65.3%
-34.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | 0.0% |
| 7D | +1.8% | +2.9% | -1.1% | +0.7% |
| 30D | +32.0% | +23.0% | +9.0% | +22.5% |
| 3M | +87.0% | +25.6% | +61.4% | +72.1% |
| 6M | +180.1% | +9.0% | +171.1% | +169.4% |
| YTD | +284.1% | -8.9% | +293.1% | +289.6% |
| 1Y | +361.7% | -27.5% | +389.2% | +410.6% |
| All | +31.0% | +65.3% | -34.3% | +3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling