-53.2%
TE vs FSLY
-4.9%
-48.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.8% |
| 7D | -4.0% | -10.6% | +6.7% | -1.9% |
| 30D | -15.9% | -20.9% | +5.0% | -13.1% |
| 3M | -60.5% | +3.4% | -64.0% | -61.3% |
| 6M | -35.2% | +2.7% | -38.0% | -39.5% |
| YTD | -31.1% | +102.3% | -133.4% | -47.3% |
| 1Y | +148.6% | +182.1% | -33.4% | +70.4% |
| 3Y | -26.4% | -14.6% | -11.8% | -39.7% |
| 5Y | -48.0% | -55.9% | +7.9% | -60.5% |
| All | -53.2% | -4.9% | -48.2% | -63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling