-99.8%
FCUV vs TSLQ
-97.3%
-2.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +0.2% | -7.2% | -7.0% |
| 7D | -63.8% | -8.0% | -55.8% | -64.9% |
| 30D | -14.7% | -23.8% | +9.1% | -20.2% |
| 3M | +65.3% | -7.0% | +72.3% | +60.0% |
| 6M | -68.5% | -17.1% | -51.4% | -70.1% |
| YTD | -83.0% | +0.1% | -83.1% | -82.8% |
| 1Y | -94.4% | -51.2% | -43.2% | -95.0% |
| 3Y | -99.3% | -95.9% | -3.4% | -99.4% |
| All | -99.8% | -97.3% | -2.6% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling