-99.6%
FCUV vs TW
+211.2%
-310.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.1% | -7.0% | -7.0% |
| 7D | -63.8% | -0.5% | -63.2% | -63.2% |
| 30D | -14.7% | -0.6% | -14.1% | -13.5% |
| 3M | +65.3% | +3.4% | +61.9% | +66.2% |
| 6M | -68.5% | -18.4% | -50.0% | -68.2% |
| YTD | -83.0% | -3.9% | -79.1% | -82.9% |
| 1Y | -94.4% | -13.3% | -81.1% | -94.3% |
| 3Y | -99.3% | +20.8% | -120.1% | -99.2% |
| 5Y | -99.9% | +20.3% | -120.1% | -99.9% |
| All | -99.6% | +211.2% | -310.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling