-99.1%
FCUV vs TLN
+571.8%
-670.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.4% |
| 7D | -72.0% | +2.0% | -73.9% | -72.0% |
| 30D | -8.0% | -12.9% | +4.9% | -8.0% |
| 3M | +66.3% | -7.4% | +73.7% | +61.4% |
| 6M | -75.3% | -6.0% | -69.3% | -76.3% |
| YTD | -83.0% | -16.9% | -66.1% | -83.5% |
| 1Y | -94.7% | -22.6% | -72.0% | -94.8% |
| 3Y | -99.3% | +469.0% | -568.3% | -99.5% |
| All | -99.1% | +571.8% | -670.9% | -99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling