-98.9%
FCUV vs TLN
+580.6%
-679.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | -2.8% | +138.8% | +135.9% |
| 7D | +148.8% | +11.0% | +137.7% | +148.4% |
| 30D | +95.0% | +4.9% | +90.1% | +94.8% |
| 3M | +27.8% | +4.9% | +22.9% | +27.9% |
| 6M | +121.0% | +7.1% | +113.9% | +115.4% |
| YTD | -78.1% | +0.3% | -78.5% | -78.8% |
| 1Y | -94.3% | +5.9% | -100.2% | -94.5% |
| 3Y | -98.9% | +578.5% | -677.4% | -99.3% |
| All | -98.9% | +580.6% | -679.5% | -99.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling