+396.0%
TPR vs FSLY
+2.5%
+393.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.2% | 0.0% |
| 7D | -0.3% | +4.9% | -5.2% | -0.5% |
| 30D | +15.1% | -33.5% | +48.6% | +16.9% |
| 3M | +3.5% | -44.6% | +48.2% | +5.8% |
| 6M | +0.4% | -9.2% | +9.7% | -1.9% |
| YTD | +4.6% | +63.3% | -58.7% | -3.6% |
| 1Y | +33.1% | +45.3% | -12.2% | +24.0% |
| 3Y | +396.0% | +3.7% | +392.2% | +318.0% |
| All | +396.0% | +2.5% | +393.4% | +318.0% |
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