-98.0%
FCUV vs TXG
+406.9%
-504.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +3.4% | -10.9% | -6.0% |
| 7D | -8.6% | -19.3% | +10.7% | -17.0% |
| 30D | -25.9% | -30.9% | +5.0% | -37.7% |
| 3M | -69.8% | +41.1% | -110.9% | -57.4% |
| 6M | -31.6% | +211.9% | -243.5% | -14.5% |
| YTD | -90.1% | +314.0% | -404.1% | -89.4% |
| 1Y | -98.0% | +405.4% | -503.4% | -97.9% |
| All | -98.0% | +406.9% | -504.9% | -97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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