-28.3%
FSLY vs TSN
-10.2%
-18.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | +11.8% | -1.4% | +13.2% | +12.2% |
| 30D | -36.5% | +10.2% | -46.7% | -38.5% |
| 3M | -39.7% | +7.2% | -46.9% | -41.3% |
| 6M | -9.7% | -10.6% | +0.9% | -7.4% |
| YTD | +68.9% | +3.7% | +65.1% | +62.4% |
| 1Y | +44.5% | +13.5% | +31.0% | +34.0% |
| 3Y | +4.8% | +40.1% | -35.3% | -14.8% |
| 5Y | -66.0% | -14.5% | -51.6% | -65.7% |
| All | -28.3% | -10.2% | -18.2% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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