-3.5%
FSLY vs TRU
+24.8%
-28.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.4% |
| 7D | +12.5% | -2.7% | +15.2% | +14.2% |
| 30D | -18.8% | -2.0% | -16.8% | -18.5% |
| 3M | +22.7% | +18.4% | +4.2% | +7.8% |
| 6M | -3.7% | +8.9% | -12.6% | -12.1% |
| YTD | +127.5% | -8.9% | +136.4% | +128.6% |
| 1Y | +193.5% | -15.9% | +209.4% | +206.3% |
| 3Y | -1.3% | -1.1% | -0.2% | -13.8% |
| 5Y | -47.3% | -35.2% | -12.2% | -40.4% |
| All | -3.5% | +24.8% | -28.2% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling