-10.4%
FSLY vs THC
+1,170.5%
-1,180.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.3% | +6.6% | +4.9% |
| 7D | +3.5% | -2.6% | +6.0% | +4.1% |
| 30D | -6.4% | -1.2% | -5.2% | -6.2% |
| 3M | +10.9% | +58.9% | -48.0% | -1.2% |
| 6M | +6.7% | +9.3% | -2.6% | +3.5% |
| YTD | +111.1% | +30.4% | +80.7% | +96.0% |
| 1Y | +185.8% | +34.6% | +151.2% | +162.1% |
| 3Y | -6.6% | +246.7% | -253.2% | -33.8% |
| 5Y | -52.4% | +244.5% | -296.9% | -67.2% |
| All | -10.4% | +1,170.5% | -1,180.9% | -47.9% |
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