-52.1%
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 | +10.9% | -1.6% | +12.5% | +10.9% |
| 7D | -14.3% | -15.4% | +1.1% | -14.0% |
| 30D | -6.2% | -32.9% | +26.7% | -5.4% |
| 3M | +21.2% | -46.2% | +67.3% | +21.0% |
| 6M | -36.6% | -30.0% | -6.6% | -41.6% |
| YTD | -47.8% | -91.4% | +43.6% | -45.2% |
| 1Y | -45.2% | -98.1% | +52.8% | -33.8% |
| 3Y | -3.3% | -99.6% | +96.3% | +26.3% |
| All | -52.1% | -99.9% | +47.8% | -14.9% |
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 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