+420.9%
TTD vs FCUV
-98.2%
+519.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +136.0% | -134.6% | +0.6% |
| 7D | +21.3% | +148.8% | -127.5% | +20.3% |
| 30D | +28.7% | +95.0% | -66.3% | +27.8% |
| 3M | +7.7% | +27.8% | -20.1% | +6.9% |
| 6M | -23.5% | +121.0% | -144.4% | -25.6% |
| YTD | -58.7% | -78.1% | +19.5% | -59.3% |
| 1Y | -63.4% | -94.3% | +30.8% | -63.7% |
| 3Y | -75.3% | -98.9% | +23.6% | -75.6% |
| 5Y | -84.4% | -99.7% | +15.3% | -84.5% |
| 10Y | +516.1% | -98.2% | +614.3% | +492.3% |
| All | +420.9% | -98.2% | +519.2% | +400.8% |
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