+345.8%
TPR vs FSLY
+5.6%
+340.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.7% | -9.0% | -4.0% |
| 7D | -7.3% | +11.2% | -18.5% | -8.5% |
| 30D | -30.7% | -18.2% | -12.6% | -29.6% |
| 3M | -21.6% | +21.9% | -43.5% | -24.6% |
| 6M | -21.3% | +4.0% | -25.4% | -24.8% |
| YTD | -10.2% | +123.1% | -133.3% | -24.4% |
| 1Y | +9.5% | +196.9% | -187.4% | -13.3% |
| 3Y | +280.8% | -1.3% | +282.0% | +230.3% |
| 5Y | +218.7% | -50.2% | +268.9% | +171.0% |
| All | +345.8% | +5.6% | +340.1% | +153.3% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling