-55.6%
FSLY vs TYL
-25.2%
-30.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.0% | +1.5% | 0.0% |
| 7D | -10.6% | -3.7% | -7.0% | -8.6% |
| 30D | -20.9% | +18.7% | -39.6% | -29.5% |
| 3M | +3.4% | +18.1% | -14.7% | -9.9% |
| 6M | +2.7% | -1.1% | +3.9% | -1.3% |
| YTD | +102.3% | -19.8% | +122.1% | +130.4% |
| 1Y | +182.1% | -34.3% | +216.4% | +297.9% |
| 3Y | -14.6% | -8.2% | -6.3% | -29.7% |
| All | -55.6% | -25.2% | -30.4% | -46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling