-99.3%
FCUV vs TXT
+5.5%
-104.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +0.4% | -7.5% | -7.0% |
| 7D | -63.8% | +0.8% | -64.6% | -63.7% |
| 30D | -14.7% | -10.4% | -4.2% | -15.1% |
| 3M | +65.3% | -14.3% | +79.7% | +71.8% |
| 6M | -68.5% | -15.1% | -53.4% | -67.2% |
| YTD | -83.0% | -8.3% | -74.7% | -83.1% |
| 1Y | -94.4% | -0.7% | -93.7% | -94.7% |
| All | -99.3% | +5.5% | -104.8% | -99.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling