-24.8%
TYL vs FCUV
-99.5%
+74.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -13.7% | +9.6% | -4.0% |
| 7D | -3.7% | +62.8% | -66.5% | -3.7% |
| 30D | +18.7% | +66.5% | -47.8% | +18.8% |
| 3M | +18.1% | +459.9% | -441.8% | +18.5% |
| 6M | -1.1% | -12.4% | +11.2% | +1.7% |
| YTD | -19.8% | -47.5% | +27.7% | -16.8% |
| 1Y | -34.3% | -80.5% | +46.2% | -31.1% |
| 3Y | -8.2% | -97.6% | +89.4% | +0.5% |
| All | -24.8% | -99.5% | +74.8% | -13.7% |
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