+1,878.6%
TSEM vs FCUV
-95.6%
+1,974.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -65.2% | +64.1% | -1.0% |
| 7D | +10.4% | -47.9% | +58.4% | +10.5% |
| 30D | -12.9% | +13.7% | -26.6% | -13.1% |
| 3M | -9.2% | +97.0% | -106.2% | -10.4% |
| 6M | +98.8% | -66.1% | +164.9% | +96.7% |
| YTD | +87.2% | -81.8% | +169.0% | +85.4% |
| 1Y | +239.0% | -93.3% | +332.3% | +236.4% |
| 3Y | +679.5% | -99.2% | +778.7% | +674.1% |
| 5Y | +667.3% | -99.9% | +767.1% | +663.1% |
| 10Y | +1,301.0% | -98.5% | +1,399.5% | +1,280.1% |
| All | +1,878.6% | -95.6% | +1,974.1% | +1,857.5% |
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