+208.6%
FSLY vs TCOM
-46.8%
+255.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | -0.1% |
| 7D | +7.5% | -6.5% | +14.1% | +7.0% |
| 30D | -21.1% | -16.2% | -4.9% | -21.8% |
| 3M | +21.8% | -19.3% | +41.1% | +20.9% |
| 6M | -0.1% | -27.2% | +27.1% | -2.2% |
| YTD | +123.1% | -46.2% | +169.3% | +121.2% |
| 1Y | +208.6% | -46.6% | +255.2% | +210.2% |
| All | +208.6% | -46.8% | +255.4% | +210.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling