-72.2%
TTD vs FCUV
-81.1%
+8.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -13.7% | +9.3% | -4.3% |
| 7D | +6.3% | +62.8% | -56.5% | +6.2% |
| 30D | -23.9% | +66.5% | -90.4% | -24.1% |
| 3M | -31.4% | +459.9% | -491.3% | -31.4% |
| 6M | -42.7% | -12.4% | -30.3% | -40.9% |
| YTD | -62.0% | -47.5% | -14.5% | -60.2% |
| 1Y | -72.2% | -80.5% | +8.3% | -68.9% |
| All | -72.2% | -81.1% | +8.9% | -68.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling