+590.2%
TXN vs FCUV
-95.9%
+686.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.5% | -1.1% |
| 7D | +2.0% | -72.0% | +73.9% | +1.9% |
| 30D | -8.0% | -8.0% | 0.0% | -8.0% |
| 3M | -7.8% | +66.3% | -74.0% | -7.6% |
| 6M | +32.4% | -75.3% | +107.7% | +32.8% |
| YTD | +51.7% | -83.0% | +134.7% | +52.2% |
| 1Y | +44.3% | -94.7% | +138.9% | +44.9% |
| 3Y | +71.3% | -99.3% | +170.5% | +71.9% |
| 5Y | +56.4% | -99.9% | +156.3% | +56.9% |
| 10Y | +410.2% | -98.6% | +508.8% | +418.9% |
| All | +590.2% | -95.9% | +686.1% | +609.1% |
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