+41.6%
TXN vs FCUV
-81.1%
+122.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -13.7% | +15.5% | +1.7% |
| 7D | -0.1% | +62.8% | -62.9% | +0.2% |
| 30D | -6.9% | +66.5% | -73.4% | -6.5% |
| 3M | -14.9% | +459.9% | -474.9% | -11.9% |
| 6M | +29.0% | -12.4% | +41.4% | +33.4% |
| YTD | +51.5% | -47.5% | +99.0% | +57.9% |
| 1Y | +41.6% | -80.5% | +122.1% | +50.8% |
| All | +41.6% | -81.1% | +122.7% | +50.8% |
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 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