-14.2%
FSLY vs TRMB
+46.6%
-60.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -1.6% |
| 7D | -10.6% | -2.5% | -8.1% | -8.6% |
| 30D | -20.9% | +1.5% | -22.4% | -22.6% |
| 3M | +3.4% | +6.8% | -3.4% | -4.2% |
| 6M | +2.7% | -14.9% | +17.7% | +17.4% |
| YTD | +102.3% | -24.1% | +126.4% | +153.7% |
| 1Y | +182.1% | -25.4% | +207.4% | +256.4% |
| 3Y | -14.6% | +8.0% | -22.6% | -23.9% |
| 5Y | -55.9% | -37.3% | -18.6% | -37.7% |
| All | -14.2% | +46.6% | -60.7% | -34.7% |
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