+6.7%
TEM vs FSLY
+41.0%
-34.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.4% |
| 7D | +7.8% | +11.8% | -4.0% | +6.6% |
| 30D | +11.2% | -36.5% | +47.8% | +15.2% |
| 3M | +39.0% | -39.7% | +78.7% | +43.4% |
| 6M | +61.6% | -9.7% | +71.3% | +61.2% |
| YTD | +28.5% | +68.9% | -40.3% | +33.5% |
| 1Y | +6.7% | +44.5% | -37.7% | +18.8% |
| All | +6.7% | +41.0% | -34.3% | +18.8% |
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 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