+330.4%
TSM vs FCUV
-98.9%
+429.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +136.0% | -137.7% | -1.8% |
| 7D | +6.2% | +148.8% | -142.6% | +6.0% |
| 30D | -7.3% | +95.0% | -102.3% | -7.4% |
| 3M | -7.1% | +27.8% | -34.9% | -7.3% |
| 6M | +0.2% | +121.0% | -120.7% | -0.8% |
| YTD | +32.2% | -78.1% | +110.4% | +35.0% |
| 1Y | +42.8% | -94.3% | +137.0% | +49.6% |
| 3Y | +330.4% | -98.9% | +429.3% | +328.6% |
| All | +330.4% | -98.9% | +429.3% | +328.6% |
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