-3.2%
FSLY vs TRI
-20.3%
+17.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | 0.0% |
| 7D | +7.5% | -14.4% | +21.9% | +7.4% |
| 30D | -21.1% | -8.1% | -13.0% | -21.1% |
| 3M | +21.8% | +17.5% | +4.2% | +21.7% |
| 6M | -0.1% | -5.0% | +4.8% | -0.5% |
| YTD | +123.1% | -24.7% | +147.8% | +127.7% |
| 1Y | +208.6% | -41.5% | +250.1% | +228.0% |
| All | -3.2% | -20.3% | +17.1% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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