+16.0%
TFC vs FCUV
-99.9%
+115.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.4% |
| 7D | -2.5% | -72.0% | +69.5% | -1.8% |
| 30D | -2.8% | -8.0% | +5.2% | -3.2% |
| 3M | +2.1% | +66.3% | -64.1% | -1.4% |
| 6M | +10.1% | -75.3% | +85.4% | +10.6% |
| YTD | +5.4% | -83.0% | +88.4% | +6.6% |
| 1Y | +16.3% | -94.7% | +111.0% | +20.8% |
| 3Y | +95.9% | -99.3% | +195.1% | +111.1% |
| 5Y | +16.0% | -99.9% | +115.8% | +36.4% |
| All | +16.0% | -99.9% | +115.9% | +36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling