+104.9%
TYL vs FCUV
-98.5%
+203.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -65.2% | +60.8% | -4.4% |
| 7D | -7.6% | -47.9% | +40.3% | -7.6% |
| 30D | +11.3% | +13.7% | -2.3% | +11.3% |
| 3M | +14.5% | +97.0% | -82.5% | +14.1% |
| 6M | -7.1% | -66.1% | +59.0% | -7.1% |
| YTD | -23.4% | -81.8% | +58.4% | -23.2% |
| 1Y | -38.6% | -93.3% | +54.7% | -38.3% |
| 3Y | -11.3% | -99.2% | +87.9% | -10.9% |
| 5Y | -28.0% | -99.9% | +71.9% | -27.5% |
| 10Y | +104.9% | -98.5% | +203.4% | +103.1% |
| All | +104.9% | -98.5% | +203.4% | +103.1% |
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