-30.7%
FSLY vs TRMB
+37.1%
-67.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.0% |
| 7D | +4.9% | +2.8% | +2.0% | +2.6% |
| 30D | -33.5% | -5.9% | -27.7% | -32.0% |
| 3M | -44.6% | -3.3% | -41.3% | -45.0% |
| 6M | -9.2% | +1.3% | -10.6% | -14.7% |
| YTD | +63.3% | -29.0% | +92.2% | +110.5% |
| 1Y | +45.3% | -27.8% | +73.0% | +84.5% |
| 3Y | +3.7% | +36.3% | -32.6% | -26.2% |
| 5Y | -67.2% | -35.8% | -31.3% | -55.2% |
| All | -30.7% | +37.1% | -67.8% | -45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling