+15.1%
TEAM vs FSLY
-24.5%
+39.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.6% | -5.7% | -4.4% |
| 7D | -22.2% | -22.9% | +0.7% | -18.6% |
| 30D | -28.1% | -44.6% | +16.4% | -19.7% |
| 3M | -2.2% | -41.5% | +39.3% | +6.4% |
| 6M | +62.2% | -20.8% | +83.0% | +63.1% |
| YTD | -8.4% | +59.5% | -67.9% | -30.5% |
| 1Y | -6.6% | +36.1% | -42.7% | -26.6% |
| 3Y | -15.7% | -1.0% | -14.7% | -37.9% |
| 5Y | -65.7% | -66.9% | +1.2% | -72.0% |
| All | +15.1% | -24.5% | +39.5% | -22.5% |
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 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