+748.4%
TT vs FCUV
-99.3%
+847.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.5% | -0.2% |
| 7D | +8.1% | +2.4% | +5.7% | +8.0% |
| 30D | -11.3% | -25.9% | +14.6% | -11.2% |
| 3M | -11.2% | -44.8% | +33.6% | -11.2% |
| 6M | -8.9% | -3.5% | -5.4% | -10.1% |
| YTD | +9.7% | -90.7% | +100.5% | +8.7% |
| 1Y | +1.3% | -97.9% | +99.1% | +0.6% |
| 3Y | +93.4% | -99.5% | +192.9% | +91.8% |
| 5Y | +133.5% | -99.9% | +233.4% | +131.8% |
| All | +748.4% | -99.3% | +847.7% | +754.5% |
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