-99.6%
FCUV vs TXG
+24.6%
-124.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +2.6% | -9.6% | -7.5% |
| 7D | -63.8% | +9.1% | -72.9% | -64.9% |
| 30D | -14.7% | +14.9% | -29.6% | -18.1% |
| 3M | +65.3% | +120.0% | -54.7% | +29.6% |
| 6M | -68.5% | +221.8% | -290.3% | -78.6% |
| YTD | -83.0% | +312.6% | -395.6% | -89.3% |
| 1Y | -94.4% | +398.4% | -492.9% | -96.7% |
| 3Y | -99.3% | +42.1% | -141.4% | -99.5% |
| 5Y | -99.9% | -63.5% | -36.4% | -99.9% |
| All | -99.6% | +24.6% | -124.2% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling