+289.2%
TYL vs FCUV
-97.9%
+387.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -2.3% |
| 7D | +6.7% | -13.0% | +19.6% | +6.7% |
| 30D | +26.5% | -36.9% | +63.4% | +26.6% |
| 3M | +37.3% | -65.3% | +102.6% | +37.4% |
| 6M | +31.2% | -32.9% | +64.0% | +30.6% |
| YTD | -7.4% | -91.2% | +83.9% | -7.3% |
| 1Y | -9.6% | -98.2% | +88.6% | -9.0% |
| 3Y | +1.9% | -99.6% | +101.5% | +2.2% |
| 5Y | -21.1% | -99.9% | +78.8% | -20.7% |
| 10Y | +171.8% | -99.3% | +271.1% | +166.4% |
| All | +289.2% | -97.9% | +387.1% | +284.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling