-35.3%
TSLL vs FSLY
-13.5%
-21.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.5% | -9.3% | -11.3% |
| 7D | +1.9% | -10.6% | +12.5% | +4.5% |
| 30D | +17.8% | -20.9% | +38.7% | +22.8% |
| 3M | -37.0% | +3.4% | -40.4% | -37.6% |
| 6M | -37.7% | +2.7% | -40.4% | -42.7% |
| YTD | -51.4% | +102.3% | -153.6% | -64.5% |
| 1Y | -23.4% | +182.1% | -205.4% | -53.1% |
| All | -35.3% | -13.5% | -21.8% | -52.6% |
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