-52.4%
FSLY vs TAP
0.0%
-52.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.1% | +8.5% | +4.6% |
| 7D | +3.5% | -2.3% | +5.8% | +3.6% |
| 30D | -6.4% | -9.4% | +3.0% | -5.8% |
| 3M | +10.9% | -0.8% | +11.7% | +10.5% |
| 6M | +6.7% | -14.7% | +21.4% | +7.8% |
| YTD | +111.1% | -13.9% | +125.0% | +114.4% |
| 1Y | +185.8% | -18.6% | +204.4% | +191.9% |
| 3Y | -6.6% | -32.0% | +25.4% | -2.2% |
| 5Y | -52.4% | -1.0% | -51.4% | -56.2% |
| All | -52.4% | 0.0% | -52.4% | -56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling