-10.4%
FSLY vs TKO
+165.2%
-175.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.0% | -0.6% | +2.4% |
| 7D | +3.5% | +7.2% | -3.7% | +0.7% |
| 30D | -6.4% | +4.7% | -11.1% | -8.3% |
| 3M | +10.9% | -3.2% | +14.1% | +11.5% |
| 6M | +6.7% | -2.9% | +9.6% | +6.9% |
| YTD | +111.1% | -5.8% | +116.9% | +111.3% |
| 1Y | +185.8% | -1.1% | +186.8% | +178.1% |
| 3Y | -6.6% | +111.1% | -117.7% | -36.5% |
| 5Y | -52.4% | +315.6% | -368.0% | -77.3% |
| All | -10.4% | +165.2% | -175.6% | -58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling