-30.7%
FSLY vs TSN
-10.9%
-19.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.1% |
| 7D | +4.9% | -1.4% | +6.3% | +5.3% |
| 30D | -33.5% | +8.5% | -42.0% | -35.3% |
| 3M | -44.6% | +5.3% | -49.9% | -45.8% |
| 6M | -9.2% | -10.5% | +1.3% | -7.1% |
| YTD | +63.3% | +3.0% | +60.3% | +57.4% |
| 1Y | +45.3% | +12.1% | +33.1% | +35.3% |
| 3Y | +3.7% | +43.1% | -39.4% | -16.6% |
| 5Y | -67.2% | -15.1% | -52.1% | -66.8% |
| All | -30.7% | -10.9% | -19.9% | -42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling