-66.0%
FSLY vs TSN
-16.4%
-49.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | +11.8% | -1.4% | +13.2% | +11.9% |
| 30D | -36.5% | +10.2% | -46.7% | -37.4% |
| 3M | -39.7% | +7.2% | -46.9% | -40.4% |
| 6M | -9.7% | -10.6% | +0.9% | -7.7% |
| YTD | +68.9% | +3.7% | +65.1% | +64.6% |
| 1Y | +44.5% | +13.5% | +31.0% | +36.8% |
| 3Y | +4.8% | +40.1% | -35.3% | -13.9% |
| 5Y | -66.0% | -14.5% | -51.6% | -62.9% |
| All | -66.0% | -16.4% | -49.6% | -62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling