+378.8%
TPR vs FSLY
-4.2%
+383.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.3% |
| 7D | -2.3% | -10.6% | +8.3% | -1.1% |
| 30D | -23.0% | -20.9% | -2.1% | -21.6% |
| 3M | -12.5% | +3.4% | -15.9% | -14.1% |
| 6M | -21.4% | +2.7% | -24.2% | -24.8% |
| YTD | -3.5% | +102.3% | -105.8% | -17.8% |
| 1Y | +17.4% | +182.1% | -164.7% | -6.6% |
| 3Y | +291.3% | -14.6% | +305.8% | +246.0% |
| 5Y | +241.9% | -55.9% | +297.8% | +195.0% |
| All | +378.8% | -4.2% | +383.1% | +175.5% |
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