+59.7%
TEM vs FSLY
+198.1%
-138.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.9% | -1.2% |
| 7D | +3.2% | +3.5% | -0.2% | +2.7% |
| 30D | +23.5% | -6.4% | +29.9% | +23.9% |
| 3M | +32.3% | +10.9% | +21.4% | +28.7% |
| 6M | +23.0% | +6.7% | +16.3% | +16.0% |
| YTD | +8.9% | +111.1% | -102.2% | -11.8% |
| 1Y | -19.9% | +185.8% | -205.6% | -43.9% |
| All | +59.7% | +198.1% | -138.3% | -5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling