+655.9%
TSEM vs FSLY
-52.1%
+708.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.4% | -5.5% | -1.6% |
| 7D | +10.4% | +3.5% | +7.0% | +10.0% |
| 30D | -12.9% | -6.4% | -6.5% | -12.6% |
| 3M | -9.2% | +10.9% | -20.1% | -10.8% |
| 6M | +98.8% | +6.7% | +92.1% | +92.1% |
| YTD | +87.2% | +111.1% | -23.9% | +65.5% |
| 1Y | +239.0% | +185.8% | +53.2% | +186.2% |
| 3Y | +679.5% | -6.6% | +686.1% | +591.0% |
| All | +655.9% | -52.1% | +708.0% | +649.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling