-55.6%
FSLY vs THC
+250.3%
-305.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.7% |
| 7D | -10.6% | -0.7% | -10.0% | -10.4% |
| 30D | -20.9% | +1.3% | -22.2% | -21.3% |
| 3M | +3.4% | +64.2% | -60.8% | -16.3% |
| 6M | +2.7% | +8.3% | -5.5% | -1.8% |
| YTD | +102.3% | +33.4% | +68.9% | +76.2% |
| 1Y | +182.1% | +37.7% | +144.4% | +139.8% |
| 3Y | -14.6% | +236.8% | -251.3% | -57.5% |
| All | -55.6% | +250.3% | -305.9% | -79.8% |
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