-66.0%
FSLY vs TYL
-22.1%
-43.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.2% |
| 7D | +11.8% | -1.6% | +13.3% | +12.7% |
| 30D | -36.5% | +22.1% | -58.7% | -44.5% |
| 3M | -39.7% | +33.4% | -73.1% | -50.9% |
| 6M | -9.7% | +36.8% | -46.5% | -29.8% |
| YTD | +68.9% | -6.7% | +75.5% | +72.5% |
| 1Y | +44.5% | -9.2% | +53.7% | +51.2% |
| 3Y | +4.8% | +1.2% | +3.6% | -17.3% |
| 5Y | -66.0% | -23.0% | -43.0% | -58.1% |
| All | -66.0% | -22.1% | -43.9% | -58.1% |
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