+52.1%
TEL vs FSLY
-50.4%
+102.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.3% | +7.5% | -9.8% | -3.0% |
| 30D | -6.1% | -21.1% | +15.0% | -4.0% |
| 3M | +1.7% | +21.8% | -20.1% | -1.0% |
| 6M | +1.6% | -0.1% | +1.7% | -1.9% |
| YTD | -9.1% | +123.1% | -132.2% | -21.8% |
| 1Y | -1.7% | +208.6% | -210.2% | -20.2% |
| 3Y | +67.3% | -1.3% | +68.6% | +48.2% |
| 5Y | +52.1% | -48.4% | +100.5% | +24.8% |
| All | +52.1% | -50.4% | +102.5% | +24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling