-56.8%
TSLL vs FCUV
-99.9%
+43.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.9% | +11.5% | +8.7% |
| 7D | -21.2% | -13.0% | -8.3% | -21.0% |
| 30D | -13.3% | -36.9% | +23.6% | -12.5% |
| 3M | +15.4% | -65.3% | +80.7% | +16.0% |
| 6M | -34.2% | -32.9% | -1.4% | -39.2% |
| YTD | -52.9% | -91.2% | +38.3% | -50.6% |
| 1Y | -54.3% | -98.2% | +43.9% | -44.3% |
| 3Y | -18.4% | -99.6% | +81.2% | +6.4% |
| All | -56.8% | -99.9% | +43.1% | -23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling