-54.3%
TSLL vs FSLY
+63.4%
-117.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.1% | +5.6% | +8.2% |
| 7D | -21.2% | -31.4% | +10.2% | -17.2% |
| 30D | -13.3% | -37.3% | +24.0% | -8.2% |
| 3M | +15.4% | -30.1% | +45.5% | +20.7% |
| 6M | -34.2% | -49.8% | +15.6% | -31.9% |
| YTD | -52.9% | +55.7% | -108.6% | -51.2% |
| 1Y | -54.3% | +44.5% | -98.8% | -52.2% |
| All | -54.3% | +63.4% | -117.7% | -52.2% |
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 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