+228.7%
TRI vs FCUV
-95.9%
+324.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.3% |
| 7D | -14.4% | -72.0% | +57.6% | -14.2% |
| 30D | -8.1% | -8.0% | -0.1% | -8.1% |
| 3M | +17.5% | +66.3% | -48.7% | +16.8% |
| 6M | -5.0% | -75.3% | +70.3% | -5.3% |
| YTD | -24.7% | -83.0% | +58.3% | -25.0% |
| 1Y | -41.5% | -94.7% | +53.2% | -41.6% |
| 3Y | -20.3% | -99.3% | +78.9% | -20.6% |
| 5Y | -10.9% | -99.9% | +88.9% | -11.1% |
| 10Y | +190.6% | -98.6% | +289.2% | +192.9% |
| All | +228.7% | -95.9% | +324.6% | +227.7% |
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