+20.8%
TNA vs FSLY
0.0%
+20.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.4% | -5.7% | -2.7% |
| 7D | +4.1% | +3.5% | +0.6% | +2.9% |
| 30D | -7.6% | -6.4% | -1.2% | -7.4% |
| 3M | +8.1% | +10.9% | -2.8% | +1.7% |
| 6M | +49.0% | +6.7% | +42.3% | +29.8% |
| YTD | +51.7% | +111.1% | -59.4% | -7.2% |
| 1Y | +59.6% | +185.8% | -126.2% | -16.8% |
| 3Y | +118.9% | -6.6% | +125.5% | +54.0% |
| 5Y | -19.2% | -52.4% | +33.2% | -38.8% |
| All | +20.8% | 0.0% | +20.9% | -49.7% |
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