+46.2%
TFC vs FSLY
0.0%
+46.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.4% | -6.5% | -2.5% |
| 7D | +2.2% | +3.5% | -1.2% | +1.9% |
| 30D | -2.5% | -6.4% | +3.9% | -2.4% |
| 3M | +4.5% | +10.9% | -6.3% | +2.9% |
| 6M | +11.0% | +6.7% | +4.3% | +7.0% |
| YTD | +5.9% | +111.1% | -105.2% | -6.2% |
| 1Y | +14.6% | +185.8% | -171.2% | -2.8% |
| 3Y | +96.7% | -6.6% | +103.3% | +77.7% |
| 5Y | +15.6% | -52.4% | +68.0% | +2.8% |
| All | +46.2% | 0.0% | +46.3% | -5.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling