+126.1%
TMUS vs FSLY
-26.3%
+152.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | +0.8% |
| 7D | +3.6% | -31.4% | +35.0% | +4.8% |
| 30D | -3.4% | -37.3% | +33.9% | -2.3% |
| 3M | -9.5% | -30.1% | +20.7% | -9.3% |
| 6M | -15.2% | -49.8% | +34.6% | -14.3% |
| YTD | -18.9% | +55.7% | -74.6% | -24.3% |
| 1Y | -17.7% | +44.5% | -62.2% | -23.0% |
| 3Y | +15.6% | -4.3% | +20.0% | +7.1% |
| 5Y | +38.9% | -68.2% | +107.1% | +34.2% |
| All | +126.1% | -26.3% | +152.4% | +64.2% |
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