+172.6%
TTMI vs FCUV
-81.1%
+253.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -13.7% | +22.5% | +8.8% |
| 7D | +5.9% | +62.8% | -57.0% | +5.9% |
| 30D | -4.3% | +66.5% | -70.8% | -4.2% |
| 3M | -32.0% | +459.9% | -492.0% | -31.5% |
| 6M | +19.5% | -12.4% | +31.8% | +26.6% |
| YTD | +82.0% | -47.5% | +129.6% | +96.7% |
| 1Y | +172.6% | -80.5% | +253.1% | +227.0% |
| All | +172.6% | -81.1% | +253.7% | +227.0% |
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