+153.3%
TMUS vs FSLY
-4.2%
+157.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.5% | -0.9% | -3.3% |
| 7D | +0.1% | -10.6% | +10.7% | +0.6% |
| 30D | +5.3% | -20.9% | +26.1% | +6.1% |
| 3M | +3.1% | +3.4% | -0.3% | +2.5% |
| 6M | -16.5% | +2.7% | -19.2% | -18.2% |
| YTD | -9.2% | +102.3% | -111.4% | -15.2% |
| 1Y | -26.5% | +182.1% | -208.5% | -33.2% |
| 3Y | +39.0% | -14.6% | +53.6% | +32.4% |
| 5Y | +40.4% | -55.9% | +96.3% | +34.4% |
| All | +153.3% | -4.2% | +157.5% | +83.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling