+72.6%
TEL vs FCUV
-99.2%
+171.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.3% | +0.3% | +3.6% |
| 7D | +1.6% | -66.5% | +68.1% | +1.7% |
| 30D | -0.7% | +5.0% | -5.6% | -0.7% |
| 3M | +2.4% | +63.8% | -61.4% | +2.1% |
| 6M | +4.1% | -67.8% | +72.0% | +5.4% |
| YTD | -5.8% | -82.4% | +76.6% | -4.0% |
| 1Y | +0.9% | -94.7% | +95.6% | +4.5% |
| 3Y | +72.6% | -99.3% | +171.9% | +86.9% |
| All | +72.6% | -99.2% | +171.8% | +86.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling