-17.3%
TEM vs FCUV
-81.1%
+63.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -13.7% | +13.6% | 0.0% |
| 7D | +0.9% | +62.8% | -61.9% | +0.8% |
| 30D | +38.4% | +66.5% | -28.1% | +38.2% |
| 3M | +23.7% | +459.9% | -436.3% | +22.7% |
| 6M | +26.0% | -12.4% | +38.4% | +32.2% |
| YTD | +9.4% | -47.5% | +57.0% | +19.1% |
| 1Y | -17.3% | -80.5% | +63.2% | -6.2% |
| All | -17.3% | -81.1% | +63.8% | -6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling