-3.2%
FSLY vs TCOM
+8.5%
-11.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.2% | +8.9% | +6.1% |
| 7D | +11.2% | -10.2% | +21.3% | +12.7% |
| 30D | -18.2% | -16.8% | -1.3% | -16.1% |
| 3M | +21.9% | -16.7% | +38.6% | +24.7% |
| 6M | +4.0% | -27.1% | +31.1% | +8.8% |
| YTD | +123.1% | -45.5% | +168.6% | +145.1% |
| 1Y | +196.9% | -45.9% | +242.7% | +226.7% |
| All | -3.2% | +8.5% | -11.7% | +8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling