+7.7%
FSLY vs TYL
+1.7%
+6.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.9% | +5.4% | +6.5% |
| 7D | -17.9% | +0.5% | -18.5% | -17.8% |
| 30D | -34.7% | +25.2% | -59.9% | -32.1% |
| 3M | -40.0% | +31.8% | -71.8% | -37.1% |
| 6M | -11.8% | +36.3% | -48.1% | -6.9% |
| YTD | +69.5% | -6.3% | +75.8% | +106.9% |
| 1Y | +44.0% | -9.5% | +53.4% | +78.5% |
| All | +7.7% | +1.7% | +6.0% | +11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling