+193.5%
FSLY vs TROW
+4.9%
+188.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.7% |
| 7D | +12.5% | -3.2% | +15.7% | +14.8% |
| 30D | -18.8% | -4.6% | -14.2% | -16.4% |
| 3M | +22.7% | -0.7% | +23.3% | +19.2% |
| 6M | -3.7% | +22.2% | -25.9% | -17.8% |
| YTD | +127.5% | +6.6% | +120.9% | +106.9% |
| 1Y | +193.5% | +5.8% | +187.7% | +170.5% |
| All | +193.5% | +4.9% | +188.7% | +170.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 1y: compounded portfolio wealth divided by compounded TROW 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…
1y analysis · Full analysis span regression · 6 months rolling