+90.2%
FSLY vs TSLQ
-97.3%
+187.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -8.0% | +12.3% | +2.8% |
| 7D | +3.5% | -8.6% | +12.0% | +2.1% |
| 30D | -6.4% | -24.9% | +18.5% | -10.3% |
| 3M | +10.9% | -1.5% | +12.4% | +15.0% |
| 6M | +6.7% | -18.1% | +24.8% | +8.5% |
| YTD | +111.1% | -0.1% | +111.2% | +124.6% |
| 1Y | +185.8% | -51.4% | +237.1% | +166.9% |
| 3Y | -6.6% | -95.9% | +89.4% | -31.0% |
| All | +90.2% | -97.3% | +187.4% | +45.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling