-19.1%
TMUS vs FCUV
-95.0%
+75.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +136.0% | -136.6% | -0.5% |
| 7D | +4.9% | +148.8% | -143.9% | +5.1% |
| 30D | +7.7% | +95.0% | -87.3% | +7.9% |
| 3M | -6.8% | +27.8% | -34.6% | -6.6% |
| 6M | -9.7% | +121.0% | -130.7% | -9.4% |
| YTD | -15.0% | -78.1% | +63.2% | -17.5% |
| 1Y | -19.1% | -94.3% | +75.1% | -20.6% |
| All | -19.1% | -95.0% | +75.9% | -20.6% |
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