+96.0%
TFC vs FCUV
-98.9%
+194.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +136.0% | -134.8% | +0.6% |
| 7D | +2.3% | +148.8% | -146.5% | +1.6% |
| 30D | +10.8% | +95.0% | -84.2% | +10.2% |
| 3M | -3.8% | +27.8% | -31.6% | -4.3% |
| 6M | +9.6% | +121.0% | -111.4% | +7.1% |
| YTD | +5.8% | -78.1% | +83.9% | +6.6% |
| 1Y | +16.2% | -94.3% | +110.4% | +19.6% |
| 3Y | +96.0% | -98.9% | +194.9% | +107.2% |
| All | +96.0% | -98.9% | +194.9% | +107.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling