-98.0%
FCUV vs TLN
-17.6%
-80.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -8.5% | +1.0% | -9.6% |
| 7D | -8.6% | -6.0% | -2.5% | -10.0% |
| 30D | -25.9% | -1.5% | -24.4% | -25.6% |
| 3M | -69.8% | -3.9% | -65.9% | -69.1% |
| 6M | -31.6% | -15.0% | -16.6% | -35.0% |
| YTD | -90.1% | -12.8% | -77.3% | -90.8% |
| 1Y | -98.0% | -17.3% | -80.7% | -98.1% |
| All | -98.0% | -17.6% | -80.4% | -98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling