-46.0%
TSLL vs FSLY
+161.0%
-207.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.2% | -6.2% | -6.3% |
| 7D | -9.4% | -22.2% | +12.7% | -7.8% |
| 30D | +1.6% | -19.1% | +20.7% | +3.0% |
| 3M | +29.4% | -15.7% | +45.1% | +30.3% |
| 6M | -20.1% | -23.5% | +3.3% | -20.9% |
| YTD | -44.5% | +106.6% | -151.1% | -42.8% |
| 1Y | -46.0% | +164.3% | -210.3% | -42.8% |
| All | -46.0% | +161.0% | -207.0% | -42.8% |
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