-48.4%
FSLY vs TRU
-36.6%
-11.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.4% | +6.2% |
| 7D | +11.2% | -6.5% | +17.6% | +15.8% |
| 30D | -18.2% | -2.5% | -15.7% | -17.6% |
| 3M | +21.9% | +10.4% | +11.5% | +10.9% |
| 6M | +4.0% | +1.6% | +2.4% | -1.6% |
| YTD | +123.1% | -9.7% | +132.8% | +125.4% |
| 1Y | +196.9% | -17.3% | +214.1% | +215.2% |
| 3Y | -1.3% | -1.8% | +0.6% | -15.2% |
| All | -48.4% | -36.6% | -11.8% | -29.6% |
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