+837.5%
TDG vs FCUV
-95.9%
+933.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.3% | +0.1% |
| 7D | -2.7% | -72.0% | +69.3% | -2.6% |
| 30D | -9.3% | -8.0% | -1.3% | -9.3% |
| 3M | -7.1% | +66.3% | -73.3% | -7.3% |
| 6M | -11.2% | -75.3% | +64.1% | -11.3% |
| YTD | -15.3% | -83.0% | +67.7% | -15.4% |
| 1Y | -12.5% | -94.7% | +82.2% | -12.6% |
| 3Y | +51.2% | -99.3% | +150.5% | +50.9% |
| 5Y | +126.1% | -99.9% | +226.0% | +125.7% |
| 10Y | +536.2% | -98.6% | +634.9% | +543.8% |
| All | +837.5% | -95.9% | +933.4% | +855.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling