+168.8%
TYL vs FCUV
-99.3%
+268.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | -0.6% |
| 7D | +3.5% | -15.4% | +18.9% | +3.5% |
| 30D | +26.9% | -32.9% | +59.7% | +26.9% |
| 3M | +33.8% | -46.2% | +80.0% | +33.9% |
| 6M | +28.8% | -30.0% | +58.8% | +28.6% |
| YTD | -7.9% | -91.4% | +83.5% | -7.6% |
| 1Y | -9.8% | -98.1% | +88.3% | -9.1% |
| 3Y | +1.2% | -99.6% | +100.8% | +1.7% |
| 5Y | -22.8% | -99.9% | +77.1% | -22.3% |
| 10Y | +168.8% | -99.3% | +268.1% | +167.2% |
| All | +168.8% | -99.3% | +268.1% | +167.2% |
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