-1.0%
FSLY vs TRMB
+32.5%
-33.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.5% |
| 7D | -22.9% | -16.6% | -6.4% | -14.0% |
| 30D | -44.6% | -8.9% | -35.7% | -42.4% |
| 3M | -41.5% | -6.3% | -35.2% | -40.8% |
| 6M | -20.8% | -10.0% | -10.9% | -17.9% |
| YTD | +59.5% | -30.1% | +89.6% | +103.9% |
| 1Y | +36.1% | -31.3% | +67.4% | +75.7% |
| 3Y | -1.0% | +30.8% | -31.8% | -41.2% |
| All | -1.0% | +32.5% | -33.5% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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