+59.7%
TEM vs FCUV
-94.0%
+153.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -65.2% | +64.7% | +0.3% |
| 7D | +3.2% | -47.9% | +51.2% | +3.5% |
| 30D | +23.5% | +13.7% | +9.9% | +22.5% |
| 3M | +32.3% | +97.0% | -64.7% | +23.9% |
| 6M | +23.0% | -66.1% | +89.1% | +23.9% |
| YTD | +8.9% | -81.8% | +90.6% | +14.0% |
| 1Y | -19.9% | -93.3% | +73.4% | -11.0% |
| All | +59.7% | -94.0% | +153.7% | +58.3% |
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 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