+153.5%
TMUS vs FSLY
0.0%
+153.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.3% | -0.1% |
| 7D | -0.3% | +3.5% | -3.7% | -0.4% |
| 30D | +3.1% | -6.4% | +9.5% | +3.2% |
| 3M | +2.4% | +10.9% | -8.5% | +1.5% |
| 6M | -17.1% | +6.7% | -23.8% | -18.9% |
| YTD | -9.1% | +111.1% | -120.2% | -15.3% |
| 1Y | -23.6% | +185.8% | -209.4% | -30.6% |
| 3Y | +38.8% | -6.6% | +45.4% | +31.4% |
| 5Y | +43.0% | -52.4% | +95.3% | +36.2% |
| All | +153.5% | 0.0% | +153.6% | +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