-19.5%
TLT vs FSLY
+5.6%
-25.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.7% | -6.2% | -0.6% |
| 7D | -0.3% | +11.2% | -11.4% | -0.3% |
| 30D | 0.0% | -18.2% | +18.1% | +0.1% |
| 3M | -2.9% | +21.9% | -24.8% | -3.0% |
| 6M | -6.3% | +4.0% | -10.3% | -6.5% |
| YTD | -3.3% | +123.1% | -126.4% | -4.1% |
| 1Y | -4.2% | +196.9% | -201.1% | -5.1% |
| 3Y | -1.7% | -1.3% | -0.4% | -2.5% |
| 5Y | -34.9% | -50.2% | +15.3% | -36.4% |
| All | -19.5% | +5.6% | -25.1% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 10y: compounded portfolio wealth divided by compounded FSLY 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…
10y analysis · Full analysis span regression · 6 months rolling