+950.7%
TT vs FCUV
-97.8%
+1,048.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.6% | -4.6% | 0.0% |
| 7D | +0.8% | -15.3% | +16.1% | +0.9% |
| 30D | -11.8% | -29.7% | +18.0% | -11.7% |
| 3M | -11.6% | -54.5% | +42.9% | -11.5% |
| 6M | -9.3% | -26.7% | +17.4% | -10.3% |
| YTD | +8.9% | -91.0% | +99.8% | +8.0% |
| 1Y | -2.2% | -98.0% | +95.8% | -2.8% |
| 3Y | +91.9% | -99.5% | +191.4% | +90.4% |
| 5Y | +136.0% | -99.9% | +235.9% | +134.4% |
| 10Y | +734.7% | -99.3% | +834.0% | +729.8% |
| All | +950.7% | -97.8% | +1,048.5% | +939.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling