+617.0%
TSEM vs FCUV
-99.9%
+716.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.5% | -4.4% | -3.9% |
| 7D | +0.9% | -72.0% | +72.9% | +1.3% |
| 30D | -16.6% | -8.0% | -8.6% | -16.8% |
| 3M | -10.9% | +66.3% | -77.2% | -13.5% |
| 6M | +78.0% | -75.3% | +153.3% | +76.3% |
| YTD | +77.2% | -83.0% | +160.2% | +76.1% |
| 1Y | +207.6% | -94.7% | +302.2% | +211.1% |
| 3Y | +637.8% | -99.3% | +737.1% | +670.9% |
| 5Y | +617.0% | -99.9% | +716.8% | +649.9% |
| All | +617.0% | -99.9% | +716.9% | +649.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling