+1,746.2%
TTMI vs FCUV
-95.9%
+1,842.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -7.0% | +3.1% | -3.9% |
| 7D | +7.5% | -63.8% | +71.2% | +7.6% |
| 30D | -4.5% | -14.7% | +10.2% | -4.6% |
| 3M | -28.5% | +65.3% | -93.8% | -29.8% |
| 6M | +28.4% | -68.5% | +96.8% | +26.7% |
| YTD | +80.1% | -83.0% | +163.1% | +78.2% |
| 1Y | +161.0% | -94.4% | +255.4% | +159.3% |
| 3Y | +862.4% | -99.3% | +961.7% | +855.7% |
| 5Y | +812.9% | -99.9% | +912.8% | +809.3% |
| 10Y | +1,094.7% | -98.6% | +1,193.3% | +1,070.4% |
| All | +1,746.2% | -95.9% | +1,842.1% | +1,710.8% |
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