-14.4%
TYL vs FBTC
+65.3%
-79.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.5% | -1.5% | -3.8% |
| 7D | -3.7% | +2.9% | -6.6% | -3.9% |
| 30D | +18.7% | +23.0% | -4.3% | +16.9% |
| 3M | +18.1% | +25.6% | -7.4% | +16.0% |
| 6M | -1.1% | +9.0% | -10.1% | -2.0% |
| YTD | -19.8% | -8.9% | -10.9% | -19.6% |
| 1Y | -34.3% | -27.5% | -6.8% | -33.1% |
| All | -14.4% | +65.3% | -79.7% | -17.2% |
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