-33.9%
FSLY vs TYL
+95.4%
-129.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.3% | +5.3% | +4.5% |
| 7D | -31.4% | +6.7% | -38.1% | -34.9% |
| 30D | -37.3% | +26.5% | -63.8% | -48.0% |
| 3M | -30.1% | +37.3% | -67.4% | -46.0% |
| 6M | -49.8% | +31.2% | -81.0% | -62.1% |
| YTD | +55.7% | -7.4% | +63.1% | +50.7% |
| 1Y | +44.5% | -9.6% | +54.0% | +42.6% |
| 3Y | -4.3% | +1.9% | -6.2% | -25.6% |
| 5Y | -68.2% | -21.1% | -47.1% | -64.9% |
| All | -33.9% | +95.4% | -129.4% | -62.4% |
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