+85.6%
TSCO vs FSLY
+7.7%
+77.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.5% | -1.7% |
| 7D | -5.7% | +12.5% | -18.1% | -6.4% |
| 30D | -8.8% | -18.8% | +10.1% | -7.7% |
| 3M | +6.3% | +22.7% | -16.3% | +4.2% |
| 6M | -32.3% | -3.7% | -28.6% | -33.9% |
| YTD | -32.7% | +127.5% | -160.2% | -39.8% |
| 1Y | -43.7% | +193.5% | -237.2% | -51.2% |
| 3Y | -19.7% | -1.3% | -18.3% | -26.6% |
| 5Y | -11.6% | -47.3% | +35.7% | -20.5% |
| All | +85.6% | +7.7% | +77.9% | +31.1% |
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