-47.2%
TSLL vs FSLY
+45.1%
-92.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.8% | +3.5% |
| 7D | +33.0% | +11.8% | +21.2% | +29.0% |
| 30D | +7.7% | -36.5% | +44.2% | +22.2% |
| 3M | +34.7% | -39.7% | +74.5% | +52.5% |
| 6M | -31.5% | -9.7% | -21.8% | -30.9% |
| YTD | -42.4% | +68.9% | -111.2% | -60.6% |
| 1Y | -39.7% | +44.5% | -84.1% | -56.3% |
| 3Y | +3.4% | +4.8% | -1.4% | -33.7% |
| All | -47.2% | +45.1% | -92.2% | -76.9% |
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