+173.6%
TEL vs FSLY
-22.7%
+196.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.4% |
| 7D | +4.5% | +4.9% | -0.4% | +4.0% |
| 30D | +2.9% | -33.5% | +36.4% | +6.4% |
| 3M | +1.1% | -44.6% | +45.8% | +5.6% |
| 6M | +5.0% | -9.2% | +14.2% | +4.0% |
| YTD | -3.9% | +63.3% | -67.1% | -14.3% |
| 1Y | -7.4% | +45.3% | -52.7% | -16.6% |
| 3Y | +81.0% | +3.7% | +77.2% | +58.8% |
| 5Y | +42.3% | -67.2% | +109.5% | +27.9% |
| All | +173.6% | -22.7% | +196.3% | +96.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling