+185.8%
FSLY vs TLN
-16.8%
+202.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.8% | +1.6% | +3.6% |
| 7D | +3.5% | +10.9% | -7.4% | +0.4% |
| 30D | -6.4% | -6.3% | -0.1% | -4.7% |
| 3M | +10.9% | -10.7% | +21.6% | +12.4% |
| 6M | +6.7% | +1.6% | +5.1% | +5.0% |
| YTD | +111.1% | -13.1% | +124.2% | +114.2% |
| 1Y | +185.8% | -15.1% | +200.8% | +194.6% |
| All | +185.8% | -16.8% | +202.6% | +194.6% |
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