-1.1%
TFC vs FSLY
-69.6%
+68.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.9% |
| 7D | +0.3% | -22.4% | +22.7% | +2.1% |
| 30D | +9.2% | -45.5% | +54.6% | +13.9% |
| 3M | -2.9% | -30.4% | +27.5% | -1.7% |
| 6M | +3.5% | -22.1% | +25.6% | +3.2% |
| YTD | +5.4% | +57.0% | -51.5% | -6.9% |
| 1Y | +17.3% | +38.2% | -20.9% | +5.1% |
| 3Y | +96.7% | -2.5% | +99.2% | +70.5% |
| 5Y | -1.1% | -68.8% | +67.7% | -15.0% |
| All | -1.1% | -69.6% | +68.5% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling