+164.3%
FSLY vs TYL
-10.1%
+174.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.7% | -4.9% | +3.0% |
| 7D | -22.2% | +17.3% | -39.4% | -12.7% |
| 30D | -19.1% | +28.9% | -48.0% | -3.0% |
| 3M | -15.7% | +35.1% | -50.8% | +5.2% |
| 6M | -23.5% | +29.3% | -52.8% | -6.9% |
| YTD | +106.6% | -6.8% | +113.4% | +189.8% |
| 1Y | +164.3% | -9.9% | +174.2% | +278.7% |
| All | +164.3% | -10.1% | +174.3% | +278.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 1y: compounded portfolio wealth divided by compounded TYL 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…
1y analysis · Full analysis span regression · 6 months rolling