-30.7%
FSLY vs TYL
+97.1%
-127.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.4% |
| 7D | +4.9% | +0.8% | +4.0% | +4.3% |
| 30D | -33.5% | +21.1% | -54.6% | -43.0% |
| 3M | -44.6% | +28.9% | -73.6% | -55.4% |
| 6M | -9.2% | +42.0% | -51.3% | -34.3% |
| YTD | +63.3% | -6.6% | +69.8% | +57.3% |
| 1Y | +45.3% | -9.1% | +54.4% | +43.1% |
| 3Y | +3.7% | +1.8% | +1.9% | -18.8% |
| 5Y | -67.2% | -22.9% | -44.2% | -63.0% |
| All | -30.7% | +97.1% | -127.8% | -60.7% |
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 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