-98.0%
FCUV vs TSLQ
-17.8%
-80.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +6.4% | -14.0% | -7.7% |
| 7D | -8.6% | +9.8% | -18.4% | -8.9% |
| 30D | -25.9% | -6.0% | -19.9% | -25.8% |
| 3M | -69.8% | -35.0% | -34.8% | -69.2% |
| 6M | -31.6% | -24.9% | -6.7% | -36.6% |
| YTD | -90.1% | -12.7% | -77.5% | -89.7% |
| 1Y | -98.0% | -21.0% | -77.0% | -97.9% |
| All | -98.0% | -17.8% | -80.2% | -97.9% |
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