-66.5%
FSLY vs TMF
-88.6%
+22.1%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -3.1% |
| 7D | +4.9% | -9.3% | +14.1% | +6.5% |
| 30D | -33.5% | +1.9% | -35.5% | -34.0% |
| 3M | -44.6% | -11.2% | -33.4% | -43.8% |
| 6M | -9.2% | -17.7% | +8.5% | -6.7% |
| YTD | +63.3% | -24.5% | +87.7% | +70.7% |
| 1Y | +45.3% | -29.4% | +74.7% | +53.4% |
| 3Y | +3.7% | -33.4% | +37.2% | +7.5% |
| All | -66.5% | -88.6% | +22.1% | -67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling