+93.0%
TFC vs FCUV
-99.2%
+192.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.0% | +6.2% | -0.8% |
| 7D | -1.3% | -63.8% | +62.5% | -1.0% |
| 30D | -2.3% | -14.7% | +12.3% | -2.5% |
| 3M | +2.5% | +65.3% | -62.9% | +0.6% |
| 6M | +9.5% | -68.5% | +78.0% | +9.6% |
| YTD | +5.1% | -83.0% | +88.1% | +6.3% |
| 1Y | +15.5% | -94.4% | +109.9% | +18.6% |
| All | +93.0% | -99.2% | +192.3% | +112.3% |
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 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