-23.0%
TNA vs FCUV
-99.8%
+76.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.3% | -2.2% | +1.0% |
| 7D | -7.3% | -66.5% | +59.2% | -6.1% |
| 30D | -14.2% | +5.0% | -19.1% | -15.1% |
| 3M | -4.6% | +63.8% | -68.4% | -12.3% |
| 6M | +36.9% | -67.8% | +104.8% | +36.3% |
| YTD | +42.5% | -82.4% | +125.0% | +47.4% |
| 1Y | +45.8% | -94.7% | +140.5% | +63.5% |
| 3Y | +104.7% | -99.3% | +203.9% | +152.9% |
| All | -23.0% | -99.8% | +76.8% | +16.8% |
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