-99.6%
FCUV vs TW
+206.7%
-306.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.0% | +4.3% | +3.5% |
| 7D | -66.5% | -4.5% | -62.0% | -65.7% |
| 30D | +5.0% | -2.3% | +7.2% | +6.8% |
| 3M | +63.8% | +2.6% | +61.2% | +65.2% |
| 6M | -67.8% | -17.5% | -50.3% | -67.4% |
| YTD | -82.4% | -5.3% | -77.1% | -82.2% |
| 1Y | -94.7% | -14.8% | -80.0% | -94.6% |
| 3Y | -99.3% | +18.8% | -118.1% | -99.2% |
| 5Y | -99.9% | +20.7% | -120.6% | -99.9% |
| All | -99.6% | +206.7% | -306.3% | -99.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling