+2,536.0%
TSM vs FCUV
-87.2%
+2,623.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -13.7% | +16.5% | +2.9% |
| 7D | +2.7% | +62.8% | -60.1% | +2.6% |
| 30D | +3.6% | +66.5% | -62.9% | +3.4% |
| 3M | -3.4% | +459.9% | -463.3% | -4.6% |
| 6M | +20.6% | -12.4% | +33.0% | +19.6% |
| YTD | +41.9% | -47.5% | +89.4% | +40.9% |
| 1Y | +84.4% | -80.5% | +164.9% | +83.6% |
| 3Y | +380.2% | -97.6% | +477.9% | +378.1% |
| 5Y | +275.3% | -99.5% | +374.9% | +274.4% |
| 10Y | +1,751.4% | -95.8% | +1,847.1% | +1,758.8% |
| All | +2,536.0% | -87.2% | +2,623.2% | +2,588.6% |
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 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