+97.0%
FCUV vs TW
+1.1%
+95.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | -3.0% | -62.2% | -51.9% |
| 7D | -47.9% | -3.5% | -44.5% | -28.6% |
| 30D | +13.7% | +0.5% | +13.2% | +28.3% |
| 3M | +97.0% | +4.9% | +92.1% | +89.0% |
| All | +97.0% | +1.1% | +95.9% | +89.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling