+84.6%
TGT vs FCUV
-81.1%
+165.7%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -13.7% | +13.9% | +0.3% |
| 7D | +0.8% | +62.8% | -62.1% | +0.7% |
| 30D | +12.2% | +66.5% | -54.3% | +12.0% |
| 3M | +33.8% | +459.9% | -426.2% | +32.7% |
| 6M | +39.3% | -12.4% | +51.7% | +41.4% |
| YTD | +72.9% | -47.5% | +120.4% | +76.2% |
| 1Y | +84.6% | -80.5% | +165.1% | +92.4% |
| All | +84.6% | -81.1% | +165.7% | +92.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling