+187.8%
TYL vs FCUV
-98.2%
+286.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +136.0% | -135.9% | 0.0% |
| 7D | +0.8% | +148.8% | -147.9% | +0.7% |
| 30D | +21.1% | +95.0% | -73.9% | +21.0% |
| 3M | +28.9% | +27.8% | +1.1% | +28.8% |
| 6M | +42.0% | +121.0% | -79.0% | +41.4% |
| YTD | -6.6% | -78.1% | +71.6% | -6.4% |
| 1Y | -9.1% | -94.3% | +85.2% | -8.6% |
| 3Y | +1.8% | -98.9% | +100.8% | +2.2% |
| 5Y | -22.9% | -99.7% | +76.8% | -22.5% |
| All | +187.8% | -98.2% | +286.0% | +186.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling