+164.3%
FSLY vs TAP
+4.4%
+159.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.2% | +0.9% |
| 7D | -22.2% | +9.9% | -32.1% | -19.4% |
| 30D | -19.1% | +18.1% | -37.3% | -15.5% |
| 3M | -15.7% | +3.2% | -18.9% | -12.8% |
| 6M | -23.5% | +8.4% | -31.9% | -21.3% |
| YTD | +106.6% | -4.4% | +111.0% | +138.1% |
| 1Y | +164.3% | +3.2% | +161.0% | +221.9% |
| All | +164.3% | +4.4% | +159.9% | +221.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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