-4.3%
FSLY vs TMF
-25.3%
+21.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.2% | +3.1% |
| 7D | -31.4% | +1.2% | -32.6% | -31.6% |
| 30D | -37.3% | +19.7% | -57.0% | -39.5% |
| 3M | -30.1% | -2.1% | -28.0% | -30.1% |
| 6M | -49.8% | -13.4% | -36.3% | -48.5% |
| YTD | +55.7% | -16.7% | +72.4% | +61.2% |
| 1Y | +44.5% | -23.3% | +67.8% | +51.0% |
| 3Y | -4.3% | -24.8% | +20.5% | -13.6% |
| All | -4.3% | -25.3% | +21.0% | -13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling