+537.0%
TDG vs FCUV
-98.6%
+635.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.3% | -2.1% | +1.2% |
| 7D | -1.9% | -66.5% | +64.6% | -1.8% |
| 30D | -7.7% | +5.0% | -12.7% | -7.7% |
| 3M | -9.3% | +63.8% | -73.1% | -9.7% |
| 6M | -9.4% | -67.8% | +58.5% | -9.7% |
| YTD | -14.3% | -82.4% | +68.2% | -14.5% |
| 1Y | -11.8% | -94.7% | +82.9% | -12.0% |
| 3Y | +52.0% | -99.3% | +151.2% | +51.6% |
| 5Y | +128.8% | -99.9% | +228.7% | +128.3% |
| All | +537.0% | -98.6% | +635.5% | +559.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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