-95.9%
FCUV vs TD
+274.2%
-370.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.1% | -5.9% | -6.4% |
| 7D | -63.8% | -1.9% | -61.8% | -62.8% |
| 30D | -14.7% | -1.6% | -13.1% | -12.9% |
| 3M | +65.3% | +4.6% | +60.7% | +63.8% |
| 6M | -68.5% | +26.8% | -95.3% | -72.3% |
| YTD | -83.0% | +28.3% | -111.4% | -85.1% |
| 1Y | -94.4% | +60.4% | -154.9% | -95.6% |
| 3Y | -99.3% | +125.7% | -225.0% | -99.5% |
| 5Y | -99.9% | +122.4% | -222.2% | -99.9% |
| 10Y | -98.6% | +297.1% | -395.7% | -99.3% |
| All | -95.9% | +274.2% | -370.1% | -97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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