+911.5%
TT vs FCUV
-98.6%
+1,010.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.4% | -1.0% |
| 7D | -1.0% | -72.0% | +71.0% | -0.7% |
| 30D | -8.9% | -8.0% | -0.9% | -9.0% |
| 3M | -1.8% | +66.3% | -68.1% | -3.2% |
| 6M | +1.9% | -75.3% | +77.2% | +0.8% |
| YTD | +13.8% | -83.0% | +96.8% | +12.6% |
| 1Y | +6.1% | -94.7% | +100.8% | +5.2% |
| 3Y | +119.6% | -99.3% | +218.8% | +117.4% |
| 5Y | +145.9% | -99.9% | +245.7% | +143.6% |
| All | +911.5% | -98.6% | +1,010.1% | +918.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling