-6.6%
FSLY vs TSN
+13.0%
-19.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.7% | +2.7% | +4.6% |
| 7D | +3.5% | -5.0% | +8.5% | +2.8% |
| 30D | -6.4% | -9.1% | +2.7% | -7.4% |
| 3M | +10.9% | -7.4% | +18.3% | +9.9% |
| 6M | +6.7% | -13.4% | +20.1% | +5.2% |
| YTD | +111.1% | -8.5% | +119.6% | +106.6% |
| 1Y | +185.8% | -3.2% | +189.0% | +178.1% |
| 3Y | -6.6% | +11.5% | -18.0% | -32.2% |
| All | -6.6% | +13.0% | -19.5% | -32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling