+95.6%
TFC vs FCUV
-98.6%
+194.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.1% | +0.1% |
| 7D | -2.4% | -66.5% | +64.1% | -2.3% |
| 30D | -3.4% | +5.0% | -8.3% | -3.5% |
| 3M | +0.4% | +63.8% | -63.4% | -0.5% |
| 6M | +12.7% | -67.8% | +80.5% | +12.0% |
| YTD | +5.6% | -82.4% | +88.0% | +5.0% |
| 1Y | +16.0% | -94.7% | +110.8% | +15.6% |
| 3Y | +94.0% | -99.3% | +193.2% | +93.1% |
| 5Y | +16.2% | -99.9% | +116.0% | +15.7% |
| All | +95.6% | -98.6% | +194.1% | +92.0% |
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 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