-3.3%
TSLL vs FSLY
-6.2%
+3.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.8% | +10.1% | +10.7% |
| 7D | -14.3% | -22.4% | +8.1% | -8.8% |
| 30D | -6.2% | -45.5% | +39.3% | +6.9% |
| 3M | +21.2% | -30.4% | +51.6% | +29.6% |
| 6M | -36.6% | -22.1% | -14.5% | -33.8% |
| YTD | -47.8% | +57.0% | -104.7% | -59.0% |
| 1Y | -45.2% | +38.2% | -83.5% | -55.3% |
| 3Y | -3.3% | -2.5% | -0.8% | -39.7% |
| All | -3.3% | -6.2% | +3.0% | -39.7% |
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 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