+736.3%
TT vs FCUV
-98.2%
+834.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +136.0% | -137.4% | -1.8% |
| 7D | +4.0% | +148.8% | -144.7% | +3.6% |
| 30D | -11.3% | +95.0% | -106.4% | -11.6% |
| 3M | -12.3% | +27.8% | -40.1% | -12.6% |
| 6M | -10.8% | +121.0% | -131.8% | -12.3% |
| YTD | +8.2% | -78.1% | +86.3% | +6.8% |
| 1Y | +1.5% | -94.3% | +95.7% | +0.4% |
| 3Y | +91.5% | -98.9% | +190.4% | +89.2% |
| 5Y | +130.2% | -99.7% | +229.9% | +127.6% |
| All | +736.3% | -98.2% | +834.5% | +739.1% |
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