-33.7%
TLT vs FSLY
-54.2%
+20.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -0.1% |
| 7D | +0.4% | +3.5% | -3.1% | +0.4% |
| 30D | -0.3% | -6.4% | +6.1% | -0.3% |
| 3M | -1.7% | +10.9% | -12.6% | -2.0% |
| 6M | -4.9% | +6.7% | -11.6% | -5.6% |
| YTD | -2.8% | +111.1% | -113.9% | -5.0% |
| 1Y | -4.2% | +185.8% | -190.0% | -7.0% |
| 3Y | -1.1% | -6.6% | +5.5% | -2.9% |
| 5Y | -33.7% | -52.4% | +18.7% | -38.6% |
| All | -33.7% | -54.2% | +20.5% | -38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling