+4.5%
TSLA vs FSLY
+196.5%
-191.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -3.4% | +7.5% | -10.9% | -3.7% |
| 30D | +9.2% | -21.1% | +30.3% | +9.9% |
| 3M | -4.7% | +21.8% | -26.5% | -5.3% |
| 6M | -8.9% | -0.1% | -8.8% | -9.9% |
| YTD | -19.2% | +123.1% | -142.2% | -19.4% |
| 1Y | +4.5% | +208.6% | -204.0% | +3.7% |
| All | +4.5% | +196.5% | -191.9% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling