-97.3%
FCUV vs TLN
+583.6%
-680.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | +3.8% | -17.4% | -13.7% |
| 7D | +62.8% | +7.1% | +55.8% | +62.8% |
| 30D | +66.5% | -3.9% | +70.4% | +65.6% |
| 3M | +459.9% | -16.2% | +476.1% | +451.2% |
| 6M | -12.4% | -5.8% | -6.6% | -16.0% |
| YTD | -47.5% | -15.4% | -32.1% | -49.1% |
| 1Y | -80.5% | -16.7% | -63.8% | -81.1% |
| 3Y | -97.6% | +473.8% | -571.4% | -98.4% |
| All | -97.3% | +583.6% | -680.9% | -98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling