-98.2%
FCUV vs TXT
+89.4%
-187.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | -0.8% | +136.8% | +136.1% |
| 7D | +148.8% | +0.1% | +148.6% | +148.6% |
| 30D | +95.0% | +13.3% | +81.7% | +92.9% |
| 3M | +27.8% | -5.0% | +32.8% | +28.1% |
| 6M | +121.0% | -8.4% | +129.4% | +123.3% |
| YTD | -78.1% | -4.0% | -74.2% | -78.1% |
| 1Y | -94.3% | +2.8% | -97.0% | -94.3% |
| 3Y | -98.9% | +10.3% | -109.2% | -98.9% |
| 5Y | -99.7% | +9.2% | -108.9% | -99.7% |
| All | -98.2% | +89.4% | -187.6% | -98.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling