-3.5%
FSLY vs TKO
+158.3%
-161.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.8% |
| 7D | +12.5% | +2.3% | +10.2% | +11.4% |
| 30D | -18.8% | -2.5% | -16.3% | -18.4% |
| 3M | +22.7% | -10.6% | +33.3% | +27.3% |
| 6M | -3.7% | -5.1% | +1.4% | -2.7% |
| YTD | +127.5% | -8.2% | +135.7% | +129.9% |
| 1Y | +193.5% | -4.4% | +198.0% | +189.5% |
| 3Y | -1.3% | +100.4% | -101.7% | -31.5% |
| 5Y | -47.3% | +294.3% | -341.6% | -74.3% |
| All | -3.5% | +158.3% | -161.8% | -54.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling