-38.6%
TYL vs FCUV
-94.0%
+55.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.0% | +5.5% | -1.5% |
| 7D | -8.6% | -63.8% | +55.2% | -8.9% |
| 30D | +7.5% | -14.7% | +22.2% | +7.9% |
| 3M | +10.9% | +65.3% | -54.4% | +14.7% |
| 6M | -6.7% | -68.5% | +61.8% | -3.9% |
| YTD | -24.5% | -83.0% | +58.5% | -22.7% |
| 1Y | -38.6% | -94.4% | +55.8% | -39.8% |
| All | -38.6% | -94.0% | +55.4% | -39.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling