+118.8%
TFC vs FCUV
-87.2%
+206.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -13.7% | +13.7% | +0.1% |
| 7D | +2.4% | +62.8% | -60.4% | +2.3% |
| 30D | -1.3% | +66.5% | -67.8% | -1.4% |
| 3M | +6.1% | +459.9% | -453.9% | +5.1% |
| 6M | +7.3% | -12.4% | +19.7% | +6.6% |
| YTD | +8.2% | -47.5% | +55.7% | +7.6% |
| 1Y | +14.4% | -80.5% | +94.9% | +13.9% |
| 3Y | +93.7% | -97.6% | +191.4% | +92.7% |
| 5Y | +16.4% | -99.5% | +115.9% | +15.8% |
| 10Y | +101.6% | -95.8% | +197.3% | +102.3% |
| All | +118.8% | -87.2% | +206.0% | +122.9% |
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