+97.0%
FCUV vs TXG
+107.3%
-10.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | +4.7% | -69.9% | -53.8% |
| 7D | -47.9% | +9.4% | -57.3% | -26.0% |
| 30D | +13.7% | +26.1% | -12.4% | +115.6% |
| 3M | +97.0% | +124.8% | -27.8% | +760.1% |
| All | +97.0% | +107.3% | -10.3% | +760.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling