+182.1%
FSLY vs TLN
-17.2%
+199.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.8% | -6.3% | -3.6% |
| 7D | -10.6% | +7.1% | -17.7% | -12.4% |
| 30D | -20.9% | -3.9% | -17.0% | -20.1% |
| 3M | +3.4% | -16.2% | +19.6% | +7.3% |
| 6M | +2.7% | -5.8% | +8.6% | +3.4% |
| YTD | +102.3% | -15.4% | +117.7% | +106.8% |
| 1Y | +182.1% | -16.7% | +198.7% | +198.5% |
| All | +182.1% | -17.2% | +199.2% | +198.5% |
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