+285.0%
TSM vs FCUV
-99.9%
+384.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.0% | +6.2% | -0.8% |
| 7D | +4.8% | -63.8% | +68.5% | +5.1% |
| 30D | +4.0% | -14.7% | +18.7% | +3.7% |
| 3M | +2.0% | +65.3% | -63.3% | -1.2% |
| 6M | +25.5% | -68.5% | +94.0% | +25.8% |
| YTD | +44.0% | -83.0% | +127.0% | +46.9% |
| 1Y | +75.4% | -94.4% | +169.8% | +84.4% |
| 3Y | +406.7% | -99.3% | +506.0% | +457.7% |
| 5Y | +285.0% | -99.9% | +384.8% | +348.6% |
| All | +285.0% | -99.9% | +384.8% | +348.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling