+376.4%
TTD vs FCUV
-98.6%
+475.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.3% | -0.6% | +2.6% |
| 7D | -0.6% | -66.5% | +65.8% | -0.2% |
| 30D | +6.3% | +5.0% | +1.3% | +6.0% |
| 3M | -24.1% | +63.8% | -87.9% | -25.8% |
| 6M | -47.4% | -67.8% | +20.4% | -48.2% |
| YTD | -62.2% | -82.4% | +20.2% | -62.7% |
| 1Y | -68.3% | -94.7% | +26.4% | -68.5% |
| 3Y | -83.4% | -99.3% | +15.8% | -83.5% |
| 5Y | -80.3% | -99.9% | +19.6% | -80.3% |
| All | +376.4% | -98.6% | +475.0% | +360.1% |
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