-80.5%
FCUV vs TW
-15.9%
-64.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | +0.8% | -14.5% | -14.5% |
| 7D | +62.8% | -2.3% | +65.2% | +65.9% |
| 30D | +66.5% | +3.9% | +62.6% | +58.1% |
| 3M | +459.9% | +5.7% | +454.2% | +408.8% |
| 6M | -12.4% | -14.5% | +2.2% | -31.8% |
| YTD | -47.5% | -0.9% | -46.7% | -49.1% |
| 1Y | -80.5% | -13.5% | -67.0% | -81.2% |
| All | -80.5% | -15.9% | -64.6% | -81.2% |
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