+105.0%
FSLY vs TSLQ
-97.2%
+202.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +1.8% |
| 7D | +12.5% | -6.6% | +19.1% | +11.1% |
| 30D | -18.8% | -24.3% | +5.5% | -22.1% |
| 3M | +22.7% | -3.6% | +26.3% | +26.4% |
| 6M | -3.7% | -12.0% | +8.3% | -0.8% |
| YTD | +127.5% | +1.4% | +126.1% | +142.8% |
| 1Y | +193.5% | -43.6% | +237.1% | +182.6% |
| 3Y | -1.3% | -95.4% | +94.1% | -22.6% |
| All | +105.0% | -97.2% | +202.2% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 10y: compounded portfolio wealth divided by compounded TSLQ 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…
10y analysis · Full analysis span regression · 6 months rolling