-69.7%
FSLY vs THC
+274.4%
-344.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.1% | +3.5% |
| 7D | -31.4% | +3.7% | -35.1% | -32.3% |
| 30D | -37.3% | +9.0% | -46.3% | -39.4% |
| 3M | -30.1% | +10.4% | -40.5% | -33.1% |
| 6M | -49.8% | +45.7% | -95.5% | -57.6% |
| YTD | +55.7% | +42.6% | +13.1% | +31.5% |
| 1Y | +44.5% | +38.8% | +5.7% | +23.2% |
| 3Y | -4.3% | +418.8% | -423.2% | -62.6% |
| All | -69.7% | +274.4% | -344.1% | -86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling