+316.3%
TEL vs FCUV
-95.9%
+412.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -2.3% | -72.0% | +69.7% | -2.2% |
| 30D | -6.1% | -8.0% | +1.9% | -6.1% |
| 3M | +1.7% | +66.3% | -64.6% | +1.3% |
| 6M | +1.6% | -75.3% | +76.9% | +1.4% |
| YTD | -9.1% | -83.0% | +73.9% | -9.2% |
| 1Y | -1.7% | -94.7% | +93.0% | -1.6% |
| 3Y | +67.3% | -99.3% | +166.6% | +67.3% |
| 5Y | +52.1% | -99.9% | +152.0% | +52.2% |
| 10Y | +299.3% | -98.6% | +398.0% | +306.1% |
| All | +316.3% | -95.9% | +412.1% | +329.8% |
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