-52.0%
TSLL vs FCUV
-99.9%
+47.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.0% | +6.8% | -0.1% |
| 7D | +5.1% | -63.8% | +68.9% | +6.3% |
| 30D | +20.0% | -14.7% | +34.6% | +18.9% |
| 3M | -23.8% | +65.3% | -89.1% | -31.2% |
| 6M | -30.3% | -68.5% | +38.2% | -31.6% |
| YTD | -47.7% | -83.0% | +35.4% | -45.7% |
| 1Y | -21.2% | -94.4% | +73.2% | -10.7% |
| 3Y | -26.9% | -99.3% | +72.4% | -4.5% |
| All | -52.0% | -99.9% | +47.8% | -15.8% |
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 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