+2.7%
FSLY vs TSN
-17.5%
+20.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.9% | -2.9% |
| 7D | -10.6% | -6.3% | -4.3% | -14.1% |
| 30D | -20.9% | -10.8% | -10.1% | -26.1% |
| 3M | +3.4% | -8.8% | +12.2% | -1.8% |
| 6M | +2.7% | -16.8% | +19.6% | -5.5% |
| All | +2.7% | -17.5% | +20.2% | -5.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling