+15.6%
TFC vs FSLY
-54.2%
+69.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.7% |
| 6M | +11.0% | +6.7% | +4.3% | +6.5% |
| YTD | +5.9% | +111.1% | -105.2% | -7.6% |
| 1Y | +14.6% | +185.8% | -171.2% | -5.4% |
| 3Y | +96.7% | -6.6% | +103.3% | +76.2% |
| 5Y | +15.6% | -52.4% | +68.0% | -0.7% |
| All | +15.6% | -54.2% | +69.8% | -0.7% |
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