+913.1%
TQQQ vs FSLY
+7.7%
+905.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +1.9% |
| 7D | -1.9% | +12.5% | -14.4% | -5.7% |
| 30D | -4.9% | -18.8% | +14.0% | +1.1% |
| 3M | -6.4% | +22.7% | -29.1% | -14.5% |
| 6M | +44.4% | -3.7% | +48.1% | +30.1% |
| YTD | +35.2% | +127.5% | -92.3% | -21.2% |
| 1Y | +49.5% | +193.5% | -144.0% | -25.4% |
| 3Y | +250.7% | -1.3% | +252.0% | +131.9% |
| 5Y | +104.7% | -47.3% | +152.0% | +47.7% |
| All | +913.1% | +7.7% | +905.4% | +325.8% |
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