-55.4%
TSLL vs FSLY
+73.8%
-129.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.5% | -9.3% | -11.2% |
| 7D | +1.9% | -10.6% | +12.5% | +5.2% |
| 30D | +17.8% | -20.9% | +38.7% | +24.1% |
| 3M | -37.0% | +3.4% | -40.4% | -37.9% |
| 6M | -37.7% | +2.7% | -40.4% | -44.2% |
| YTD | -51.4% | +102.3% | -153.6% | -68.0% |
| 1Y | -23.4% | +182.1% | -205.4% | -58.6% |
| 3Y | -30.8% | -14.6% | -16.2% | -49.0% |
| All | -55.4% | +73.8% | -129.2% | -81.2% |
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 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