+98.4%
TSCO vs FSLY
0.0%
+98.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.4% | -3.5% | +0.6% |
| 7D | +1.7% | +3.5% | -1.8% | +1.4% |
| 30D | +2.8% | -6.4% | +9.2% | +2.9% |
| 3M | +17.9% | +10.9% | +7.0% | +16.3% |
| 6M | -28.6% | +6.7% | -35.3% | -31.0% |
| YTD | -28.0% | +111.1% | -139.1% | -35.3% |
| 1Y | -39.9% | +185.8% | -225.6% | -47.9% |
| 3Y | -14.0% | -6.6% | -7.4% | -21.2% |
| 5Y | -2.9% | -52.4% | +49.5% | -12.0% |
| All | +98.4% | 0.0% | +98.4% | +40.9% |
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