-53.4%
TE vs FSLY
+4.8%
-58.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | 0.0% | -6.7% | -6.7% |
| 7D | +0.9% | +7.5% | -6.6% | -0.5% |
| 30D | -16.3% | -21.1% | +4.8% | -12.6% |
| 3M | -40.8% | +21.8% | -62.5% | -43.8% |
| 6M | -42.6% | -0.1% | -42.5% | -46.2% |
| YTD | -31.4% | +123.1% | -154.5% | -48.5% |
| 1Y | +144.9% | +208.6% | -63.6% | +65.0% |
| 3Y | -26.0% | -1.3% | -24.7% | -41.0% |
| 5Y | -48.5% | -48.4% | -0.1% | -61.6% |
| All | -53.4% | +4.8% | -58.2% | -64.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling