+220.4%
TSEM vs FSLY
+210.9%
+9.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.5% |
| 7D | -4.9% | +12.5% | -17.3% | -5.8% |
| 30D | -18.7% | -18.8% | +0.1% | -17.4% |
| 3M | -18.1% | +22.7% | -40.8% | -19.8% |
| 6M | +77.1% | -3.7% | +80.8% | +75.6% |
| YTD | +80.1% | +127.5% | -47.4% | +75.1% |
| 1Y | +220.4% | +193.5% | +26.9% | +211.1% |
| All | +220.4% | +210.9% | +9.5% | +211.1% |
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 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