-97.7%
FCUV vs TMF
-80.4%
-17.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.1% | +4.0% | +4.1% |
| 7D | -4.7% | -3.4% | -1.3% | -5.0% |
| 30D | -23.2% | +11.5% | -34.7% | -22.1% |
| 3M | -49.2% | -4.5% | -44.7% | -49.3% |
| 6M | -9.2% | -15.0% | +5.7% | -10.0% |
| YTD | -90.6% | -19.9% | -70.7% | -90.7% |
| 1Y | -97.9% | -26.6% | -71.3% | -97.9% |
| 3Y | -99.5% | -29.8% | -69.7% | -99.5% |
| 5Y | -99.9% | -88.2% | -11.7% | -99.9% |
| 10Y | -99.2% | -81.4% | -17.9% | -99.3% |
| All | -97.7% | -80.4% | -17.3% | -97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling