+197.2%
TRV vs FSLY
+7.7%
+189.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.1% | +2.0% |
| 7D | +1.9% | +12.5% | -10.6% | +1.6% |
| 30D | +1.7% | -18.8% | +20.5% | +2.2% |
| 3M | +23.9% | +22.7% | +1.2% | +22.8% |
| 6M | +26.3% | -3.7% | +30.0% | +25.1% |
| YTD | +30.8% | +127.5% | -96.7% | +25.0% |
| 1Y | +36.3% | +193.5% | -157.2% | +28.5% |
| 3Y | +145.0% | -1.3% | +146.3% | +135.7% |
| 5Y | +163.9% | -47.3% | +211.2% | +157.1% |
| All | +197.2% | +7.7% | +189.5% | +114.3% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling