-44.5%
TOST vs FSLY
-62.5%
+17.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.1% | -4.4% | -2.0% |
| 7D | +9.4% | -31.4% | +40.9% | +16.7% |
| 30D | +13.5% | -37.3% | +50.8% | +22.0% |
| 3M | -0.1% | -30.1% | +30.0% | +2.7% |
| 6M | +22.5% | -49.8% | +72.3% | +29.9% |
| YTD | -2.4% | +55.7% | -58.1% | -32.0% |
| 1Y | -4.7% | +44.5% | -49.2% | -32.5% |
| 3Y | +103.2% | -4.3% | +107.6% | +36.9% |
| 5Y | -41.2% | -68.2% | +26.9% | -46.2% |
| All | -44.5% | -62.5% | +17.9% | -53.9% |
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