+858.0%
TTMI vs FCUV
-99.2%
+957.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.5% |
| 7D | +6.0% | -72.0% | +78.0% | +6.1% |
| 30D | -6.4% | -8.0% | +1.6% | -6.6% |
| 3M | -28.9% | +66.3% | -95.2% | -29.8% |
| 6M | +26.9% | -75.3% | +102.2% | +28.5% |
| YTD | +77.3% | -83.0% | +160.3% | +80.2% |
| 1Y | +147.5% | -94.7% | +242.2% | +155.9% |
| All | +858.0% | -99.2% | +957.3% | +892.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling