+84.4%
TSM vs FCUV
-81.1%
+165.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -13.7% | +16.5% | +2.8% |
| 7D | +2.7% | +62.8% | -60.1% | +2.9% |
| 30D | +3.6% | +66.5% | -62.9% | +3.8% |
| 3M | -3.4% | +459.9% | -463.3% | -1.9% |
| 6M | +20.6% | -12.4% | +33.0% | +24.4% |
| YTD | +41.9% | -47.5% | +89.4% | +47.3% |
| 1Y | +84.4% | -80.5% | +164.9% | +101.8% |
| All | +84.4% | -81.1% | +165.5% | +101.8% |
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