+1,235.4%
TSEM vs FSLY
-4.2%
+1,239.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -2.5% | +10.4% | +8.1% |
| 7D | +6.9% | -10.6% | +17.5% | +8.2% |
| 30D | +5.3% | -20.9% | +26.2% | +7.6% |
| 3M | -14.9% | +3.4% | -18.3% | -15.8% |
| 6M | +80.0% | +2.7% | +77.3% | +74.2% |
| YTD | +89.4% | +102.3% | -12.9% | +66.1% |
| 1Y | +253.1% | +182.1% | +71.0% | +194.2% |
| 3Y | +642.1% | -14.6% | +656.7% | +567.3% |
| 5Y | +659.1% | -55.9% | +715.0% | +597.4% |
| All | +1,235.4% | -4.2% | +1,239.6% | +828.4% |
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