-29.4%
TSCO vs FSLY
+161.0%
-190.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.2% |
| 7D | +15.7% | -22.2% | +37.9% | +15.4% |
| 30D | +16.4% | -19.1% | +35.5% | +16.2% |
| 3M | +11.2% | -15.7% | +26.9% | +11.1% |
| 6M | +14.9% | -23.5% | +38.4% | +15.3% |
| YTD | -25.4% | +106.6% | -132.0% | -25.4% |
| 1Y | -29.4% | +164.3% | -193.6% | -29.2% |
| All | -29.4% | +161.0% | -190.4% | -29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling