+75.2%
TXN vs FBTC
+60.2%
+15.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.5% | +3.8% |
| 7D | +4.0% | -3.1% | +7.1% | +4.5% |
| 30D | -2.9% | +22.0% | -24.9% | -6.1% |
| 3M | -9.1% | +21.6% | -30.7% | -12.1% |
| 6M | +36.6% | +9.2% | +27.4% | +34.0% |
| YTD | +57.5% | -11.8% | +69.3% | +58.9% |
| 1Y | +49.5% | -32.7% | +82.2% | +57.7% |
| All | +75.2% | +60.2% | +15.0% | +64.8% |
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