-33.5%
TEM vs FSLY
+210.9%
-244.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.4% |
| 7D | -8.7% | +12.5% | -21.2% | -9.2% |
| 30D | +8.1% | -18.8% | +26.9% | +8.9% |
| 3M | +19.0% | +22.7% | -3.7% | +17.6% |
| 6M | +12.0% | -3.7% | +15.7% | +12.2% |
| YTD | -0.1% | +127.5% | -127.6% | +3.3% |
| 1Y | -33.5% | +193.5% | -227.1% | -27.2% |
| All | -33.5% | +210.9% | -244.4% | -27.2% |
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