+854.2%
TSEM vs FSLY
-19.7%
+873.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +6.3% | +1.4% | +6.9% |
| 7D | +6.8% | -17.9% | +24.7% | +9.3% |
| 30D | -26.6% | -34.7% | +8.1% | -22.7% |
| 3M | -36.3% | -40.0% | +3.7% | -32.8% |
| 6M | -30.6% | -11.8% | -18.7% | -30.3% |
| YTD | +35.3% | +69.5% | -34.2% | +20.8% |
| 1Y | +59.2% | +44.0% | +15.3% | +44.8% |
| 3Y | +547.7% | +5.2% | +542.4% | +470.4% |
| 5Y | +337.5% | -65.6% | +403.1% | +314.1% |
| All | +854.2% | -19.7% | +873.9% | +575.4% |
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