+253.1%
TSEM vs FCUV
-81.1%
+334.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -13.7% | +21.5% | +7.9% |
| 7D | +6.9% | +62.8% | -55.9% | +6.8% |
| 30D | +5.3% | +66.5% | -61.2% | +5.2% |
| 3M | -14.9% | +459.9% | -474.9% | -15.3% |
| 6M | +80.0% | -12.4% | +92.4% | +82.1% |
| YTD | +89.4% | -47.5% | +136.9% | +95.7% |
| 1Y | +253.1% | -80.5% | +333.6% | +280.1% |
| All | +253.1% | -81.1% | +334.2% | +280.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling