+149.2%
TT vs FCUV
-99.9%
+249.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -65.2% | +64.8% | +0.2% |
| 7D | +1.6% | -47.9% | +49.5% | +1.7% |
| 30D | -7.3% | +13.7% | -21.0% | -8.0% |
| 3M | -2.6% | +97.0% | -99.6% | -7.3% |
| 6M | +5.9% | -66.1% | +72.0% | +3.6% |
| YTD | +15.4% | -81.8% | +97.2% | +14.2% |
| 1Y | +8.2% | -93.3% | +101.5% | +9.0% |
| 3Y | +122.7% | -99.2% | +221.9% | +132.7% |
| All | +149.2% | -99.9% | +249.0% | +174.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling