-80.5%
TE vs FSLY
-23.3%
-57.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.3% | +0.3% | -2.4% |
| 7D | -19.1% | +4.9% | -23.9% | -19.9% |
| 30D | -34.1% | -33.5% | -0.6% | -28.8% |
| 3M | -60.1% | -44.6% | -15.5% | -55.9% |
| 6M | -66.0% | -9.2% | -56.7% | -66.0% |
| YTD | -71.4% | +63.3% | -134.7% | -77.4% |
| 1Y | -45.3% | +45.3% | -90.6% | -55.8% |
| 3Y | +9.1% | +3.7% | +5.4% | -14.5% |
| 5Y | -82.6% | -67.2% | -15.4% | -86.3% |
| All | -80.5% | -23.3% | -57.3% | -84.5% |
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