-44.8%
TOST vs FSLY
-61.6%
+16.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.1% |
| 7D | +3.0% | -22.9% | +25.9% | +7.5% |
| 30D | +10.3% | -44.6% | +54.8% | +22.0% |
| 3M | -3.3% | -41.5% | +38.2% | +3.8% |
| 6M | +37.8% | -20.8% | +58.6% | +36.1% |
| YTD | -2.8% | +59.5% | -62.3% | -32.6% |
| 1Y | -9.6% | +36.1% | -45.7% | -34.5% |
| 3Y | +144.6% | -1.0% | +145.6% | +63.0% |
| 5Y | -31.0% | -66.9% | +36.0% | -37.7% |
| All | -44.8% | -61.6% | +16.8% | -54.3% |
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