-33.9%
FSLY vs TMF
-83.1%
+49.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.2% | +3.1% |
| 7D | -31.4% | +1.2% | -32.6% | -31.5% |
| 30D | -37.3% | +19.7% | -57.0% | -38.1% |
| 3M | -30.1% | -2.1% | -28.0% | -30.1% |
| 6M | -49.8% | -13.4% | -36.3% | -49.4% |
| YTD | +55.7% | -16.7% | +72.4% | +57.4% |
| 1Y | +44.5% | -23.3% | +67.8% | +46.6% |
| 3Y | -4.3% | -24.8% | +20.5% | -3.2% |
| 5Y | -68.2% | -88.0% | +19.9% | -71.6% |
| All | -33.9% | -83.1% | +49.2% | -29.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling