+148.6%
TE vs FSLY
+181.7%
-33.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.4% |
| 7D | -4.0% | -10.6% | +6.7% | -3.5% |
| 30D | -15.9% | -20.9% | +5.0% | -15.1% |
| 3M | -60.5% | +3.4% | -64.0% | -60.5% |
| 6M | -35.2% | +2.7% | -38.0% | -33.9% |
| YTD | -31.1% | +102.3% | -133.4% | -24.5% |
| 1Y | +148.6% | +182.1% | -33.4% | +189.6% |
| All | +148.6% | +181.7% | -33.0% | +189.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 FSLY 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