+9.1%
TE vs FSLY
+2.5%
+6.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -28.7% |
| 3M | -60.1% | -44.6% | -15.5% | -55.9% |
| 6M | -66.0% | -9.2% | -56.7% | -65.9% |
| YTD | -71.4% | +63.3% | -134.7% | -77.3% |
| 1Y | -45.3% | +45.3% | -90.6% | -55.1% |
| 3Y | +9.1% | +3.7% | +5.4% | -21.0% |
| All | +9.1% | +2.5% | +6.6% | -21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling