-97.7%
FCUV vs TMF
-42.3%
-55.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | +0.4% | -14.0% | -13.5% |
| 7D | +62.8% | -1.4% | +64.3% | +62.1% |
| 30D | +66.5% | -2.8% | +69.3% | +65.1% |
| 3M | +459.9% | -10.9% | +470.9% | +455.5% |
| 6M | -12.4% | -21.3% | +8.9% | -14.0% |
| YTD | -47.5% | -15.9% | -31.7% | -48.1% |
| 1Y | -80.5% | -15.7% | -64.8% | -80.7% |
| All | -97.7% | -42.3% | -55.4% | -97.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling