-20.8%
TSLL vs FCUV
-93.2%
+72.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -65.2% | +73.1% | +7.9% |
| 7D | +5.8% | -47.9% | +53.7% | +5.8% |
| 30D | +21.7% | +13.7% | +8.0% | +21.6% |
| 3M | -28.2% | +97.0% | -125.2% | -28.2% |
| 6M | -29.5% | -66.1% | +36.7% | -25.2% |
| YTD | -47.5% | -81.8% | +34.2% | -39.9% |
| 1Y | -20.8% | -93.3% | +72.5% | -7.8% |
| All | -20.8% | -93.2% | +72.4% | -7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling