-33.4%
FSLY vs TAP
-15.3%
-18.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.8% |
| 7D | -22.4% | -7.8% | -14.6% | -22.4% |
| 30D | -45.5% | +7.1% | -52.6% | -45.6% |
| 3M | -30.4% | -7.0% | -23.4% | -30.2% |
| 6M | -22.1% | -3.8% | -18.3% | -22.0% |
| YTD | +57.0% | -11.7% | +68.7% | +58.1% |
| 1Y | +38.2% | -10.1% | +48.3% | +39.1% |
| 3Y | -2.5% | -23.7% | +21.2% | -1.3% |
| 5Y | -68.8% | +2.9% | -71.7% | -69.1% |
| All | -33.4% | -15.3% | -18.0% | -34.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling