+476.5%
TSEM vs FSLY
+2.5%
+474.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.3% | -3.6% | -6.5% |
| 7D | +7.0% | +4.9% | +2.1% | +6.3% |
| 30D | -29.8% | -33.5% | +3.7% | -25.7% |
| 3M | -41.9% | -44.6% | +2.7% | -37.7% |
| 6M | -45.8% | -9.2% | -36.5% | -45.4% |
| YTD | +25.1% | +63.3% | -38.2% | +14.1% |
| 1Y | +48.2% | +45.3% | +3.0% | +37.3% |
| 3Y | +476.5% | +3.7% | +472.7% | +376.1% |
| All | +476.5% | +2.5% | +474.0% | +376.1% |
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 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