-17.8%
TSN vs FCUV
-99.9%
+82.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.4% |
| 7D | +1.4% | -72.0% | +73.3% | +0.9% |
| 30D | -6.2% | -8.0% | +1.8% | -6.0% |
| 3M | -5.7% | +66.3% | -71.9% | -3.5% |
| 6M | -11.4% | -75.3% | +63.9% | -8.8% |
| YTD | -8.2% | -83.0% | +74.8% | -5.4% |
| 1Y | -2.0% | -94.7% | +92.6% | +1.3% |
| 3Y | +11.9% | -99.3% | +111.1% | +16.5% |
| 5Y | -17.8% | -99.9% | +82.1% | -11.9% |
| All | -17.8% | -99.9% | +82.1% | -11.9% |
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