-14.2%
FSLY vs TSN
-22.1%
+7.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.9% | -2.3% |
| 7D | -10.6% | -6.3% | -4.3% | -9.1% |
| 30D | -20.9% | -10.8% | -10.1% | -18.4% |
| 3M | +3.4% | -8.8% | +12.2% | +5.1% |
| 6M | +2.7% | -16.8% | +19.6% | +6.8% |
| YTD | +102.3% | -10.0% | +112.3% | +103.5% |
| 1Y | +182.1% | -5.3% | +187.3% | +176.9% |
| 3Y | -14.6% | +8.5% | -23.1% | -23.5% |
| 5Y | -55.9% | -22.9% | -33.0% | -54.3% |
| All | -14.2% | -22.1% | +7.9% | -25.3% |
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