-26.5%
TMUS vs FSLY
+181.7%
-208.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.5% | -0.9% | -3.5% |
| 7D | +0.1% | -10.6% | +10.7% | +0.1% |
| 30D | +5.3% | -20.9% | +26.1% | +5.2% |
| 3M | +3.1% | +3.4% | -0.3% | +3.1% |
| 6M | -16.5% | +2.7% | -19.2% | -16.5% |
| YTD | -9.2% | +102.3% | -111.4% | -9.8% |
| 1Y | -26.5% | +182.1% | -208.5% | -26.1% |
| All | -26.5% | +181.7% | -208.2% | -26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling