+137.6%
TMO vs FSLY
+7.7%
+129.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +1.0% |
| 7D | -0.6% | +12.5% | -13.1% | -1.5% |
| 30D | +1.1% | -18.8% | +20.0% | +2.3% |
| 3M | +28.3% | +22.7% | +5.7% | +25.7% |
| 6M | +23.3% | -3.7% | +27.0% | +20.3% |
| YTD | +5.5% | +127.5% | -122.1% | -5.8% |
| 1Y | +24.5% | +193.5% | -169.0% | +7.6% |
| 3Y | +19.6% | -1.3% | +20.9% | +8.9% |
| 5Y | +8.1% | -47.3% | +55.5% | -3.5% |
| All | +137.6% | +7.7% | +129.8% | +83.7% |
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 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