+188.7%
TRV vs FSLY
0.0%
+188.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.4% | -5.4% | -1.1% |
| 7D | +0.5% | +3.5% | -3.0% | +0.4% |
| 30D | -4.9% | -6.4% | +1.5% | -4.8% |
| 3M | +23.7% | +10.9% | +12.9% | +23.1% |
| 6M | +20.3% | +6.7% | +13.6% | +18.7% |
| YTD | +27.1% | +111.1% | -84.0% | +21.7% |
| 1Y | +35.3% | +185.8% | -150.4% | +27.6% |
| 3Y | +139.8% | -6.6% | +146.4% | +131.0% |
| 5Y | +153.9% | -52.4% | +206.2% | +148.3% |
| All | +188.7% | 0.0% | +188.7% | +108.6% |
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