+163.9%
TEL vs FSLY
-4.2%
+168.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.1% |
| 7D | +3.0% | -10.6% | +13.6% | +4.0% |
| 30D | -3.9% | -20.9% | +17.0% | -2.3% |
| 3M | -5.1% | +3.4% | -8.5% | -6.1% |
| 6M | +0.6% | +2.7% | -2.1% | -2.8% |
| YTD | -7.3% | +102.3% | -109.6% | -18.2% |
| 1Y | +1.1% | +182.1% | -180.9% | -15.0% |
| 3Y | +63.7% | -14.6% | +78.2% | +48.3% |
| 5Y | +50.7% | -55.9% | +106.6% | +33.0% |
| All | +163.9% | -4.2% | +168.1% | +87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling