+44.5%
FSLY vs TLN
+3.1%
+41.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -1.2% |
| 7D | +11.8% | +22.3% | -10.5% | +3.4% |
| 30D | -36.5% | +1.2% | -37.7% | -37.0% |
| 3M | -39.7% | +5.9% | -45.7% | -41.3% |
| 6M | -9.7% | +3.2% | -12.9% | -12.9% |
| YTD | +68.9% | +3.2% | +65.7% | +59.5% |
| 1Y | +44.5% | +5.2% | +39.2% | +35.1% |
| All | +44.5% | +3.1% | +41.4% | +35.1% |
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