-48.9%
TSLL vs FCUV
-99.9%
+51.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.1% | +1.7% | +5.7% |
| 7D | +0.5% | -4.7% | +5.2% | +0.6% |
| 30D | +2.7% | -23.2% | +25.8% | +3.2% |
| 3M | +26.3% | -49.2% | +75.4% | +26.3% |
| 6M | -37.2% | -9.2% | -28.0% | -43.0% |
| YTD | -44.2% | -90.6% | +46.4% | -41.6% |
| 1Y | -44.0% | -97.9% | +53.9% | -32.4% |
| 3Y | 0.0% | -99.5% | +99.6% | +28.6% |
| All | -48.9% | -99.9% | +51.0% | -9.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling