+668.0%
TSEM vs FSLY
-0.4%
+668.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.7% | -7.2% | -2.1% |
| 7D | +4.7% | +11.2% | -6.4% | +3.3% |
| 30D | -14.2% | -18.2% | +3.9% | -12.4% |
| 3M | -5.0% | +21.9% | -26.9% | -8.0% |
| 6M | +87.6% | +4.0% | +83.5% | +81.3% |
| YTD | +84.4% | +123.1% | -38.6% | +61.3% |
| 1Y | +235.4% | +196.9% | +38.5% | +178.0% |
| All | +668.0% | -0.4% | +668.4% | +525.6% |
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