+36.1%
FSLY vs TYL
-8.1%
+44.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +2.2% |
| 7D | -22.9% | +4.3% | -27.2% | -20.2% |
| 30D | -44.6% | +28.0% | -72.5% | -33.2% |
| 3M | -41.5% | +32.3% | -73.8% | -27.1% |
| 6M | -20.8% | +29.9% | -50.7% | -4.6% |
| YTD | +59.5% | -7.1% | +66.6% | +108.9% |
| 1Y | +36.1% | -9.2% | +45.3% | +78.2% |
| All | +36.1% | -8.1% | +44.2% | +78.2% |
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