+45.8%
TNA vs FSLY
+210.9%
-165.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.9% |
| 7D | -7.3% | +12.5% | -19.8% | -8.1% |
| 30D | -14.2% | -18.8% | +4.7% | -13.1% |
| 3M | -4.6% | +22.7% | -27.2% | -6.2% |
| 6M | +36.9% | -3.7% | +40.6% | +35.9% |
| YTD | +42.5% | +127.5% | -85.0% | +41.6% |
| 1Y | +45.8% | +193.5% | -147.8% | +43.6% |
| All | +45.8% | +210.9% | -165.1% | +43.6% |
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 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