-56.8%
TSLL vs FSLY
+33.8%
-90.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.1% | +5.6% | +7.8% |
| 7D | -21.2% | -31.4% | +10.2% | -12.3% |
| 30D | -13.3% | -37.3% | +24.0% | -1.6% |
| 3M | +15.4% | -30.1% | +45.5% | +24.9% |
| 6M | -34.2% | -49.8% | +15.6% | -25.4% |
| YTD | -52.9% | +55.7% | -108.6% | -67.0% |
| 1Y | -54.3% | +44.5% | -98.8% | -67.3% |
| 3Y | -18.4% | -4.3% | -14.0% | -46.1% |
| All | -56.8% | +33.8% | -90.6% | -80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling