-18.4%
TSCO vs FSLY
-0.4%
-18.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -3.1% | +7.5% | -10.6% | -3.3% |
| 30D | -4.4% | -21.1% | +16.7% | -3.8% |
| 3M | +9.7% | +21.8% | -12.1% | +8.6% |
| 6M | -32.4% | -0.1% | -32.3% | -33.4% |
| YTD | -31.7% | +123.1% | -154.7% | -36.0% |
| 1Y | -41.3% | +208.6% | -249.8% | -46.6% |
| All | -18.4% | -0.4% | -18.0% | -24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling