-45.4%
TE vs FSLY
-49.3%
+3.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.7% | -8.6% | -4.4% |
| 7D | +15.0% | +11.2% | +3.8% | +11.9% |
| 30D | -7.5% | -18.2% | +10.6% | -3.0% |
| 3M | -42.0% | +21.9% | -63.9% | -46.1% |
| 6M | -31.4% | +4.0% | -35.5% | -38.3% |
| YTD | -26.5% | +123.1% | -149.6% | -51.8% |
| 1Y | +153.1% | +196.9% | -43.8% | +41.8% |
| 3Y | -20.7% | -1.3% | -19.4% | -42.1% |
| 5Y | -45.4% | -50.2% | +4.8% | -53.1% |
| All | -45.4% | -49.3% | +3.9% | -53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling