+41.0%
TMUS vs FSLY
-68.3%
+109.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | +0.9% |
| 7D | +3.6% | -31.4% | +35.0% | +3.8% |
| 30D | -3.4% | -37.3% | +33.9% | -3.2% |
| 3M | -9.5% | -30.1% | +20.7% | -9.6% |
| 6M | -15.2% | -49.8% | +34.6% | -15.0% |
| YTD | -18.9% | +55.7% | -74.6% | -21.9% |
| 1Y | -17.7% | +44.5% | -62.2% | -20.6% |
| 3Y | +15.6% | -4.3% | +20.0% | +11.1% |
| All | +41.0% | -68.3% | +109.3% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling