-10.4%
FSLY vs TRI
+76.4%
-86.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -6.5% | +10.9% | +6.9% |
| 7D | +3.5% | -7.1% | +10.6% | +6.2% |
| 30D | -6.4% | -2.3% | -4.1% | -6.2% |
| 3M | +10.9% | +19.6% | -8.7% | -0.5% |
| 6M | +6.7% | -8.7% | +15.4% | +7.0% |
| YTD | +111.1% | -22.3% | +133.4% | +133.4% |
| 1Y | +185.8% | -40.7% | +226.4% | +279.0% |
| 3Y | -6.6% | -17.8% | +11.2% | -15.2% |
| 5Y | -52.4% | -8.5% | -43.9% | -62.0% |
| All | -10.4% | +76.4% | -86.8% | -53.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling