+164.3%
FSLY vs TKO
+5.6%
+158.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.4% | -3.5% | +0.9% |
| 7D | -22.2% | +11.3% | -33.5% | -19.4% |
| 30D | -19.1% | +9.3% | -28.4% | -16.6% |
| 3M | -15.7% | +5.3% | -21.0% | -13.3% |
| 6M | -23.5% | +4.9% | -28.3% | -20.2% |
| YTD | +106.6% | -6.3% | +112.9% | +98.6% |
| 1Y | +164.3% | +4.9% | +159.3% | +188.3% |
| All | +164.3% | +5.6% | +158.6% | +188.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 1y: compounded portfolio wealth divided by compounded TKO 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…
1y analysis · Full analysis span regression · 6 months rolling