-98.0%
FCUV vs TW
+20.8%
-118.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +1.0% | -8.5% | -8.9% |
| 7D | -8.6% | +6.0% | -14.6% | -15.8% |
| 30D | -25.9% | +18.6% | -44.5% | -42.6% |
| 3M | -69.8% | +26.5% | -96.4% | -77.5% |
| 6M | -31.6% | +13.1% | -44.7% | -53.0% |
| YTD | -90.1% | +18.5% | -108.7% | -92.1% |
| 1Y | -98.0% | +21.7% | -119.7% | -98.3% |
| All | -98.0% | +20.8% | -118.7% | -98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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