+38.5%
TNA vs FSLY
+161.0%
-122.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.6% | +4.4% |
| 7D | +2.4% | -22.2% | +24.6% | +3.8% |
| 30D | -0.9% | -19.1% | +18.2% | +0.1% |
| 3M | -19.2% | -15.7% | -3.5% | -18.9% |
| 6M | -0.8% | -23.5% | +22.6% | -0.9% |
| YTD | +33.2% | +106.6% | -73.4% | +38.2% |
| 1Y | +38.5% | +164.3% | -125.7% | +44.0% |
| All | +38.5% | +161.0% | -122.5% | +44.0% |
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