-9.7%
FSLY vs TMF
-17.8%
+8.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | -1.4% |
| 7D | +11.8% | -8.2% | +19.9% | +9.6% |
| 30D | -36.5% | +5.3% | -41.9% | -36.9% |
| 3M | -39.7% | -8.5% | -31.3% | -40.0% |
| 6M | -9.7% | -17.2% | +7.5% | -10.0% |
| All | -9.7% | -17.8% | +8.1% | -10.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling