+44.5%
FSLY vs TYL
-9.6%
+54.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.3% | +5.3% | +1.4% |
| 7D | -31.4% | +6.7% | -38.1% | -27.7% |
| 30D | -37.3% | +26.5% | -63.8% | -24.9% |
| 3M | -30.1% | +37.3% | -67.4% | -10.7% |
| 6M | -49.8% | +31.2% | -81.0% | -37.3% |
| YTD | +55.7% | -7.4% | +63.1% | +104.2% |
| 1Y | +44.5% | -9.6% | +54.0% | +88.9% |
| All | +44.5% | -9.6% | +54.0% | +88.9% |
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