-66.5%
FSLY vs TRU
-26.5%
-40.0%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.4% |
| 7D | +4.9% | 0.0% | +4.8% | +4.8% |
| 30D | -33.5% | +21.3% | -54.8% | -42.6% |
| 3M | -44.6% | +0.2% | -44.9% | -46.7% |
| 6M | -9.2% | +22.4% | -31.6% | -25.4% |
| YTD | +63.3% | -4.8% | +68.1% | +55.2% |
| 1Y | +45.3% | -0.2% | +45.5% | +32.8% |
| 3Y | +3.7% | +57.9% | -54.2% | -41.2% |
| All | -66.5% | -26.5% | -40.0% | -59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling