+168.1%
TEL vs FSLY
+7.7%
+160.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.0% | +1.6% | +3.4% |
| 7D | +1.6% | +12.5% | -10.9% | +0.4% |
| 30D | -0.7% | -18.8% | +18.2% | +1.0% |
| 3M | +2.4% | +22.7% | -20.2% | -0.2% |
| 6M | +4.1% | -3.7% | +7.8% | +1.3% |
| YTD | -5.8% | +127.5% | -133.3% | -17.8% |
| 1Y | +0.9% | +193.5% | -192.7% | -15.3% |
| 3Y | +72.6% | -1.3% | +73.9% | +54.1% |
| 5Y | +57.5% | -47.3% | +104.9% | +36.9% |
| All | +168.1% | +7.7% | +160.3% | +88.8% |
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