-4.2%
TLT vs FSLY
+205.2%
-209.5%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.7% | -6.2% | -0.6% |
| 7D | -0.3% | +11.2% | -11.4% | -0.4% |
| 30D | 0.0% | -18.2% | +18.1% | +0.2% |
| 3M | -2.9% | +21.9% | -24.8% | -3.2% |
| 6M | -6.3% | +4.0% | -10.3% | -6.8% |
| YTD | -3.3% | +123.1% | -126.4% | -5.6% |
| 1Y | -4.2% | +196.9% | -201.1% | -6.9% |
| All | -4.2% | +205.2% | -209.5% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling