-19.0%
TLT vs FSLY
-4.2%
-14.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.2% |
| 7D | -0.4% | -10.6% | +10.2% | -0.4% |
| 30D | -0.6% | -20.9% | +20.3% | -0.5% |
| 3M | -2.7% | +3.4% | -6.1% | -2.8% |
| 6M | -5.6% | +2.7% | -8.4% | -5.8% |
| YTD | -2.8% | +102.3% | -105.0% | -3.5% |
| 1Y | -1.4% | +182.1% | -183.5% | -2.3% |
| 3Y | -1.6% | -14.6% | +13.0% | -2.4% |
| 5Y | -33.8% | -55.9% | +22.1% | -35.4% |
| All | -19.0% | -4.2% | -14.8% | -13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling