+9.2%
TT vs FCUV
-81.1%
+90.3%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -13.7% | +14.3% | +0.7% |
| 7D | -0.2% | +62.8% | -63.1% | -0.6% |
| 30D | -7.4% | +66.5% | -73.9% | -7.8% |
| 3M | -3.2% | +459.9% | -463.1% | -5.9% |
| 6M | +1.1% | -12.4% | +13.5% | +0.5% |
| YTD | +15.6% | -47.5% | +63.2% | +15.5% |
| 1Y | +9.2% | -80.5% | +89.7% | +12.3% |
| All | +9.2% | -81.1% | +90.3% | +12.3% |
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