+420.6%
TPR vs FSLY
-26.3%
+446.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.1% | -4.1% | -1.3% |
| 7D | +14.2% | -31.4% | +45.6% | +17.9% |
| 30D | +17.1% | -37.3% | +54.4% | +21.4% |
| 3M | -17.7% | -30.1% | +12.4% | -17.0% |
| 6M | -10.2% | -49.8% | +39.6% | -7.0% |
| YTD | +4.9% | +55.7% | -50.8% | -10.0% |
| 1Y | +36.1% | +44.5% | -8.4% | +17.7% |
| 3Y | +416.5% | -4.3% | +420.8% | +336.4% |
| 5Y | +254.8% | -68.2% | +323.0% | +210.7% |
| All | +420.6% | -26.3% | +446.9% | +201.4% |
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