-14.2%
FSLY vs TAP
-14.0%
-0.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | -10.6% | -2.3% | -8.3% | -10.6% |
| 30D | -20.9% | -2.1% | -18.8% | -20.9% |
| 3M | +3.4% | +6.6% | -3.2% | +2.9% |
| 6M | +2.7% | -11.5% | +14.2% | +3.2% |
| YTD | +102.3% | -10.3% | +112.5% | +103.6% |
| 1Y | +182.1% | -14.4% | +196.4% | +184.6% |
| 3Y | -14.6% | -28.3% | +13.7% | -12.9% |
| 5Y | -55.9% | +1.7% | -57.6% | -56.3% |
| All | -14.2% | -14.0% | -0.2% | -15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling