+135.0%
TMO vs FSLY
+5.6%
+129.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -2.5% | +7.5% | -10.0% | -3.0% |
| 30D | -0.3% | -21.1% | +20.8% | +1.1% |
| 3M | +25.3% | +21.8% | +3.5% | +22.7% |
| 6M | +20.9% | -0.1% | +21.0% | +17.5% |
| YTD | +4.3% | +123.1% | -118.8% | -6.7% |
| 1Y | +27.0% | +208.6% | -181.5% | +9.1% |
| 3Y | +17.5% | -1.3% | +18.8% | +6.9% |
| 5Y | +6.9% | -48.4% | +55.3% | -4.4% |
| All | +135.0% | +5.6% | +129.4% | +81.9% |
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