+13.5%
TNA vs FSLY
+7.7%
+5.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.5% |
| 7D | -7.3% | +12.5% | -19.8% | -10.8% |
| 30D | -14.2% | -18.8% | +4.7% | -9.3% |
| 3M | -4.6% | +22.7% | -27.2% | -13.1% |
| 6M | +36.9% | -3.7% | +40.6% | +23.6% |
| YTD | +42.5% | +127.5% | -85.0% | -15.0% |
| 1Y | +45.8% | +193.5% | -147.8% | -24.5% |
| 3Y | +104.7% | -1.3% | +106.0% | +41.5% |
| 5Y | -21.7% | -47.3% | +25.6% | -42.6% |
| All | +13.5% | +7.7% | +5.8% | -53.9% |
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