+19.6%
TMO vs FCUV
-99.2%
+118.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.3% | -2.2% | +1.1% |
| 7D | -0.6% | -66.5% | +65.8% | -0.4% |
| 30D | +1.1% | +5.0% | -3.8% | +1.0% |
| 3M | +28.3% | +63.8% | -35.5% | +26.8% |
| 6M | +23.3% | -67.8% | +91.1% | +23.6% |
| YTD | +5.5% | -82.4% | +87.9% | +6.5% |
| 1Y | +24.5% | -94.7% | +119.3% | +27.5% |
| 3Y | +19.6% | -99.3% | +118.8% | +25.4% |
| All | +19.6% | -99.2% | +118.8% | +25.4% |
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 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