-19.2%
TRI vs FCUV
-99.2%
+80.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.5% | +1.7% |
| 7D | -7.9% | -66.5% | +58.6% | -7.6% |
| 30D | -4.5% | +5.0% | -9.5% | -4.5% |
| 3M | +22.1% | +63.8% | -41.7% | +21.0% |
| 6M | -2.8% | -67.8% | +65.1% | -2.9% |
| YTD | -23.4% | -82.4% | +59.0% | -23.2% |
| 1Y | -41.5% | -94.7% | +53.2% | -41.0% |
| 3Y | -19.2% | -99.3% | +80.0% | -16.4% |
| All | -19.2% | -99.2% | +80.0% | -16.4% |
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