-3.2%
FSLY vs TKO
+102.0%
-105.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | +7.5% | +0.1% | +7.4% | +7.5% |
| 30D | -21.1% | -2.6% | -18.5% | -20.7% |
| 3M | +21.8% | -7.8% | +29.5% | +24.0% |
| 6M | -0.1% | -7.0% | +6.9% | +1.3% |
| YTD | +123.1% | -8.5% | +131.6% | +125.1% |
| 1Y | +208.6% | -1.3% | +209.9% | +199.5% |
| All | -3.2% | +102.0% | -105.2% | -33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling