-14.2%
FSLY vs TMF
-42.2%
+28.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.6% |
| 7D | -10.6% | -1.4% | -9.2% | -10.3% |
| 30D | -20.9% | -2.8% | -18.1% | -20.5% |
| 3M | +3.4% | -10.9% | +14.3% | +5.9% |
| 6M | +2.7% | -21.3% | +24.1% | +8.2% |
| YTD | +102.3% | -15.9% | +118.1% | +110.7% |
| 1Y | +182.1% | -15.7% | +197.8% | +193.8% |
| All | -14.2% | -42.2% | +28.0% | -10.6% |
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