-3.2%
FSLY vs TSLQ
-95.5%
+92.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | +0.4% |
| 7D | +7.5% | +5.7% | +1.8% | +8.7% |
| 30D | -21.1% | -21.1% | 0.0% | -23.0% |
| 3M | +21.8% | -11.5% | +33.3% | +23.2% |
| 6M | -0.1% | -14.9% | +14.8% | +1.8% |
| YTD | +123.1% | +2.4% | +120.7% | +134.8% |
| 1Y | +208.6% | -49.8% | +258.3% | +194.9% |
| All | -3.2% | -95.5% | +92.3% | -5.9% |
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 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