+164.3%
FSLY vs TLN
-17.6%
+181.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.5% | +8.4% | +2.5% |
| 7D | -22.2% | -6.0% | -16.1% | -20.7% |
| 30D | -19.1% | -1.5% | -17.6% | -18.5% |
| 3M | -15.7% | -3.9% | -11.8% | -14.8% |
| 6M | -23.5% | -15.0% | -8.4% | -19.7% |
| YTD | +106.6% | -12.8% | +119.5% | +109.9% |
| 1Y | +164.3% | -17.3% | +181.6% | +161.5% |
| All | +164.3% | -17.6% | +181.9% | +161.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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