+164.3%
FSLY vs TMF
-23.9%
+188.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.6% | -1.5% |
| 7D | -22.2% | +4.0% | -26.2% | -24.1% |
| 30D | -19.1% | +19.5% | -38.6% | -29.0% |
| 3M | -15.7% | -3.5% | -12.2% | -13.4% |
| 6M | -23.5% | -10.6% | -12.9% | -14.7% |
| YTD | +106.6% | -17.1% | +123.7% | +151.0% |
| 1Y | +164.3% | -24.3% | +188.5% | +281.9% |
| All | +164.3% | -23.9% | +188.1% | +281.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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