+140.2%
TMUS vs FSLY
-19.7%
+160.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.3% | -4.5% | +1.6% |
| 7D | +8.2% | -17.9% | +26.1% | +8.7% |
| 30D | +13.4% | -34.7% | +48.1% | +14.7% |
| 3M | -3.0% | -40.0% | +37.0% | -2.0% |
| 6M | -8.8% | -11.8% | +3.1% | -9.8% |
| YTD | -13.8% | +69.5% | -83.4% | -19.8% |
| 1Y | -17.1% | +44.0% | -61.0% | -22.2% |
| 3Y | +22.7% | +5.2% | +17.4% | +13.2% |
| 5Y | +52.8% | -65.6% | +118.4% | +47.3% |
| All | +140.2% | -19.7% | +160.0% | +73.9% |
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 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