-80.5%
FCUV vs TXT
-1.0%
-79.5%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -0.4% | -13.3% | -14.1% |
| 7D | +62.8% | -4.8% | +67.6% | +53.8% |
| 30D | +66.5% | -10.6% | +77.1% | +49.0% |
| 3M | +459.9% | -13.2% | +473.1% | +441.2% |
| 6M | -12.4% | -20.3% | +8.0% | -9.8% |
| YTD | -47.5% | -9.3% | -38.3% | -52.4% |
| 1Y | -80.5% | -2.7% | -77.8% | -82.5% |
| All | -80.5% | -1.0% | -79.5% | -82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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