+56.7%
TOST vs FSLY
-13.5%
+70.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.3% |
| 7D | -3.4% | -10.6% | +7.2% | -2.6% |
| 30D | -2.4% | -20.9% | +18.5% | -1.0% |
| 3M | +34.6% | +3.4% | +31.2% | +33.3% |
| 6M | +15.2% | +2.7% | +12.5% | +10.1% |
| YTD | -4.4% | +102.3% | -106.7% | -17.1% |
| 1Y | -17.4% | +182.1% | -199.5% | -34.6% |
| All | +56.7% | -13.5% | +70.2% | +52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling