+1.1%
TEL vs FSLY
+181.7%
-180.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.3% |
| 7D | +3.0% | -10.6% | +13.6% | +3.3% |
| 30D | -3.9% | -20.9% | +17.0% | -3.3% |
| 3M | -5.1% | +3.4% | -8.5% | -5.2% |
| 6M | +0.6% | +2.7% | -2.1% | +0.5% |
| YTD | -7.3% | +102.3% | -109.6% | -8.2% |
| 1Y | +1.1% | +182.1% | -180.9% | +0.6% |
| All | +1.1% | +181.7% | -180.5% | +0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling