-99.6%
FCUV vs TMF
-29.8%
-69.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -15.4% | +0.6% | -16.0% | -15.1% |
| 30D | -32.9% | +16.3% | -49.2% | -28.6% |
| 3M | -46.2% | -2.7% | -43.5% | -46.3% |
| 6M | -30.0% | -13.2% | -16.8% | -30.6% |
| YTD | -91.4% | -16.7% | -74.7% | -91.4% |
| 1Y | -98.1% | -22.7% | -75.3% | -98.1% |
| 3Y | -99.6% | -26.1% | -73.5% | -99.6% |
| All | -99.6% | -29.8% | -69.8% | -99.6% |
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