+3.7%
FSLY vs TSLQ
-97.0%
+100.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.7% | -7.1% | -2.7% |
| 7D | +4.9% | -16.8% | +21.7% | +1.8% |
| 30D | -33.5% | -18.0% | -15.6% | -34.0% |
| 3M | -44.6% | -34.5% | -10.2% | -46.0% |
| 6M | -9.2% | -8.9% | -0.3% | -4.8% |
| YTD | +63.3% | -19.0% | +82.3% | +70.2% |
| 1Y | +45.3% | -38.2% | +83.5% | +46.3% |
| 3Y | +3.7% | -96.9% | +100.7% | -3.4% |
| All | +3.7% | -97.0% | +100.8% | -3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling