-50.2%
FSLY vs TSN
-20.2%
-30.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +5.8% |
| 7D | +11.2% | -7.3% | +18.5% | +12.2% |
| 30D | -18.2% | -8.6% | -9.5% | -17.2% |
| 3M | +21.9% | -7.5% | +29.4% | +22.6% |
| 6M | +4.0% | -14.1% | +18.2% | +5.3% |
| YTD | +123.1% | -9.4% | +132.5% | +121.7% |
| 1Y | +196.9% | -4.1% | +200.9% | +189.2% |
| 3Y | -1.3% | +10.3% | -11.6% | -13.0% |
| 5Y | -50.2% | -19.7% | -30.5% | -43.1% |
| All | -50.2% | -20.2% | -30.0% | -43.1% |
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 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