+49.4%
TFC vs FSLY
-4.2%
+53.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.3% |
| 7D | +2.4% | -10.6% | +13.1% | +3.3% |
| 30D | -1.3% | -20.9% | +19.6% | +0.1% |
| 3M | +6.1% | +3.4% | +2.6% | +4.9% |
| 6M | +7.3% | +2.7% | +4.6% | +3.8% |
| YTD | +8.2% | +102.3% | -94.1% | -3.8% |
| 1Y | +14.4% | +182.1% | -167.6% | -2.9% |
| 3Y | +93.7% | -14.6% | +108.3% | +76.4% |
| 5Y | +16.4% | -55.9% | +72.3% | +4.2% |
| All | +49.4% | -4.2% | +53.6% | -3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling