-94.4%
FCUV vs TMF
-23.1%
-71.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.7% | -5.4% | -9.9% |
| 7D | -63.8% | -0.9% | -62.9% | -64.5% |
| 30D | -14.7% | -1.0% | -13.7% | -17.6% |
| 3M | +65.3% | -11.3% | +76.6% | +55.8% |
| 6M | -68.5% | -22.7% | -45.8% | -72.6% |
| YTD | -83.0% | -17.3% | -65.7% | -84.5% |
| 1Y | -94.4% | -22.5% | -71.9% | -94.8% |
| All | -94.4% | -23.1% | -71.3% | -94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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