+360.9%
TPR vs FSLY
0.0%
+361.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.4% | -8.1% | -4.2% |
| 7D | -3.4% | +3.5% | -6.8% | -3.8% |
| 30D | -27.3% | -6.4% | -20.9% | -27.4% |
| 3M | -16.2% | +10.9% | -27.1% | -18.5% |
| 6M | -17.9% | +6.7% | -24.6% | -21.8% |
| YTD | -7.1% | +111.1% | -118.2% | -21.3% |
| 1Y | +13.6% | +185.8% | -172.2% | -9.6% |
| 3Y | +293.7% | -6.6% | +300.3% | +243.9% |
| 5Y | +239.1% | -52.4% | +291.5% | +190.0% |
| All | +360.9% | 0.0% | +361.0% | +163.8% |
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