+44.5%
FSLY vs TMF
-29.9%
+74.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | +1.3% |
| 7D | +11.8% | -8.2% | +19.9% | +15.5% |
| 30D | -36.5% | +5.3% | -41.9% | -39.6% |
| 3M | -39.7% | -8.5% | -31.3% | -37.8% |
| 6M | -9.7% | -17.2% | +7.5% | +0.4% |
| YTD | +68.9% | -23.4% | +92.3% | +108.8% |
| 1Y | +44.5% | -30.2% | +74.7% | +86.6% |
| All | +44.5% | -29.9% | +74.3% | +86.6% |
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