-80.5%
FCUV vs TSLQ
-50.5%
-30.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | +12.0% | -25.7% | -12.6% |
| 7D | +62.8% | -5.8% | +68.6% | +63.3% |
| 30D | +66.5% | -22.1% | +88.6% | +65.3% |
| 3M | +459.9% | +10.1% | +449.9% | +452.6% |
| 6M | -12.4% | -6.8% | -5.6% | -14.1% |
| YTD | -47.5% | +8.5% | -56.1% | -44.6% |
| 1Y | -80.5% | -49.7% | -30.8% | -81.6% |
| All | -80.5% | -50.5% | -30.0% | -81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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