-14.2%
FSLY vs THC
+1,199.9%
-1,214.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.6% |
| 7D | -10.6% | -0.7% | -10.0% | -10.5% |
| 30D | -20.9% | +1.3% | -22.2% | -21.1% |
| 3M | +3.4% | +64.2% | -60.8% | -8.5% |
| 6M | +2.7% | +8.3% | -5.5% | 0.0% |
| YTD | +102.3% | +33.4% | +68.9% | +86.9% |
| 1Y | +182.1% | +37.7% | +144.4% | +157.4% |
| 3Y | -14.6% | +236.8% | -251.3% | -39.1% |
| 5Y | -55.9% | +249.3% | -305.2% | -69.7% |
| All | -14.2% | +1,199.9% | -1,214.1% | -50.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling