+0.9%
TEL vs FSLY
+210.9%
-210.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.0% | +1.6% | +3.5% |
| 7D | +1.6% | +12.5% | -10.9% | +1.2% |
| 30D | -0.7% | -18.8% | +18.2% | -0.1% |
| 3M | +2.4% | +22.7% | -20.2% | +1.8% |
| 6M | +4.1% | -3.7% | +7.8% | +3.8% |
| YTD | -5.8% | +127.5% | -133.3% | -7.1% |
| 1Y | +0.9% | +193.5% | -192.7% | +0.4% |
| All | +0.9% | +210.9% | -210.0% | +0.4% |
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