-28.1%
FSLY vs THC
+1,336.8%
-1,364.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.9% | +5.4% | +6.1% |
| 7D | -17.9% | +0.2% | -18.2% | -17.9% |
| 30D | -34.7% | +9.0% | -43.7% | -36.0% |
| 3M | -40.0% | +12.9% | -52.9% | -41.8% |
| 6M | -11.8% | +52.8% | -64.7% | -20.9% |
| YTD | +69.5% | +47.4% | +22.1% | +52.8% |
| 1Y | +44.0% | +47.7% | -3.8% | +29.7% |
| 3Y | +5.2% | +444.7% | -439.4% | -32.8% |
| 5Y | -65.6% | +269.3% | -334.8% | -76.8% |
| All | -28.1% | +1,336.8% | -1,364.9% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 10y: compounded portfolio wealth divided by compounded THC 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…
10y analysis · Full analysis span regression · 6 months rolling