-51.7%
TSLL vs FSLY
+37.0%
-88.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.5% |
| 7D | -11.0% | -22.9% | +11.9% | -3.7% |
| 30D | -5.3% | -44.6% | +39.3% | +11.3% |
| 3M | +20.8% | -41.5% | +62.3% | +37.9% |
| 6M | -36.0% | -20.8% | -15.2% | -33.2% |
| YTD | -47.3% | +59.5% | -106.8% | -63.3% |
| 1Y | -48.4% | +36.1% | -84.6% | -62.0% |
| 3Y | -5.4% | -1.0% | -4.5% | -38.3% |
| All | -51.7% | +37.0% | -88.7% | -78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling