-32.3%
FSLY vs TYL
+95.9%
-128.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.1% |
| 7D | -22.9% | +4.3% | -27.2% | -25.5% |
| 30D | -44.6% | +28.0% | -72.5% | -54.4% |
| 3M | -41.5% | +32.3% | -73.8% | -53.7% |
| 6M | -20.8% | +29.9% | -50.7% | -38.6% |
| YTD | +59.5% | -7.1% | +66.6% | +54.2% |
| 1Y | +36.1% | -9.2% | +45.3% | +34.0% |
| 3Y | -1.0% | +0.7% | -1.7% | -21.7% |
| 5Y | -66.9% | -21.1% | -45.9% | -63.6% |
| All | -32.3% | +95.9% | -128.2% | -61.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling