+921.2%
TQQQ vs FSLY
+5.6%
+915.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.7% | -6.5% | -2.7% |
| 7D | +2.8% | +11.2% | -8.4% | -0.8% |
| 30D | -3.0% | -18.2% | +15.1% | +2.7% |
| 3M | -2.7% | +21.9% | -24.6% | -11.0% |
| 6M | +45.4% | +4.0% | +41.4% | +27.3% |
| YTD | +36.3% | +123.1% | -86.8% | -20.0% |
| 1Y | +53.4% | +196.9% | -143.5% | -24.0% |
| 3Y | +265.6% | -1.3% | +266.8% | +141.1% |
| 5Y | +101.7% | -50.2% | +151.9% | +48.2% |
| All | +921.2% | +5.6% | +915.6% | +331.9% |
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