+7.3%
FSLY vs TSN
+43.0%
-35.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.6% |
| 7D | +11.8% | -1.4% | +13.2% | +11.4% |
| 30D | -36.5% | +10.2% | -46.7% | -35.1% |
| 3M | -39.7% | +7.2% | -46.9% | -38.6% |
| 6M | -9.7% | -10.6% | +0.9% | -9.2% |
| YTD | +68.9% | +3.7% | +65.1% | +69.7% |
| 1Y | +44.5% | +13.5% | +31.0% | +44.3% |
| All | +7.3% | +43.0% | -35.7% | -12.1% |
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