-99.1%
FCUV vs TLN
+589.3%
-688.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.9% | -5.1% | -7.0% |
| 7D | -63.8% | +5.8% | -69.6% | -63.7% |
| 30D | -14.7% | -6.9% | -7.8% | -14.8% |
| 3M | +65.3% | -10.9% | +76.2% | +61.8% |
| 6M | -68.5% | -4.6% | -63.9% | -69.8% |
| YTD | -83.0% | -14.7% | -68.3% | -83.5% |
| 1Y | -94.4% | -17.9% | -76.5% | -94.6% |
| 3Y | -99.3% | +483.9% | -583.1% | -99.5% |
| All | -99.1% | +589.3% | -688.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling