-80.8%
TTD vs FCUV
-99.9%
+19.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.2% | +0.6% |
| 7D | -7.4% | -72.0% | +64.5% | -6.1% |
| 30D | +3.0% | -8.0% | +11.0% | +2.4% |
| 3M | -27.6% | +66.3% | -93.8% | -31.7% |
| 6M | -49.5% | -75.3% | +25.8% | -48.6% |
| YTD | -63.2% | -83.0% | +19.8% | -62.1% |
| 1Y | -69.7% | -94.7% | +24.9% | -67.2% |
| 3Y | -83.3% | -99.3% | +15.9% | -79.9% |
| 5Y | -80.8% | -99.9% | +19.1% | -73.2% |
| All | -80.8% | -99.9% | +19.1% | -73.2% |
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