+104.7%
TNA vs FSLY
+1.6%
+103.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.6% |
| 7D | -7.3% | +12.5% | -19.8% | -9.7% |
| 30D | -14.2% | -18.8% | +4.7% | -10.7% |
| 3M | -4.6% | +22.7% | -27.2% | -10.5% |
| 6M | +36.9% | -3.7% | +40.6% | +28.1% |
| YTD | +42.5% | +127.5% | -85.0% | +0.4% |
| 1Y | +45.8% | +193.5% | -147.8% | -10.3% |
| 3Y | +104.7% | -1.3% | +106.0% | +37.2% |
| All | +104.7% | +1.6% | +103.1% | +37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling