+333.3%
TRGP vs FCUV
-95.9%
+429.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.0% | +6.0% | -1.0% |
| 7D | -0.7% | -63.8% | +63.0% | -0.8% |
| 30D | +9.5% | -14.7% | +24.1% | +9.5% |
| 3M | +10.8% | +65.3% | -54.5% | +11.4% |
| 6M | +25.3% | -68.5% | +93.8% | +25.7% |
| YTD | +60.3% | -83.0% | +143.3% | +60.6% |
| 1Y | +84.6% | -94.4% | +179.0% | +84.6% |
| 3Y | +264.4% | -99.3% | +363.6% | +264.6% |
| 5Y | +636.6% | -99.9% | +736.4% | +635.1% |
| 10Y | +848.9% | -98.6% | +947.6% | +905.9% |
| All | +333.3% | -95.9% | +429.2% | +362.4% |
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 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