+1,018.3%
TT vs FCUV
-87.2%
+1,105.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -13.7% | +14.5% | +0.9% |
| 7D | 0.0% | +62.8% | -62.8% | -0.2% |
| 30D | -7.2% | +66.5% | -73.7% | -7.4% |
| 3M | -3.0% | +459.9% | -462.9% | -4.4% |
| 6M | +1.4% | -12.4% | +13.7% | +0.1% |
| YTD | +15.9% | -47.5% | +63.4% | +14.5% |
| 1Y | +9.4% | -80.5% | +89.9% | +8.3% |
| 3Y | +124.4% | -97.6% | +222.0% | +121.9% |
| 5Y | +138.0% | -99.5% | +237.5% | +135.5% |
| 10Y | +886.4% | -95.8% | +982.1% | +877.2% |
| All | +1,018.3% | -87.2% | +1,105.5% | +1,002.5% |
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 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