-6.4%
TSLL vs FCUV
-98.9%
+92.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +136.0% | -139.7% | -5.5% |
| 7D | +17.8% | +148.8% | -130.9% | +15.6% |
| 30D | +8.2% | +95.0% | -86.8% | +6.6% |
| 3M | +20.9% | +27.8% | -6.9% | +18.5% |
| 6M | -37.5% | +121.0% | -158.5% | -43.1% |
| YTD | -44.5% | -78.1% | +33.6% | -42.6% |
| 1Y | -33.0% | -94.3% | +61.3% | -22.9% |
| 3Y | -6.4% | -98.9% | +92.5% | +7.3% |
| All | -6.4% | -98.9% | +92.5% | +7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling