+34.4%
TSLA vs FSLY
-0.4%
+34.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.7% | -5.8% | -0.7% |
| 7D | +3.0% | +11.2% | -8.1% | +1.8% |
| 30D | +11.2% | -18.2% | +29.3% | +13.3% |
| 3M | -7.3% | +21.9% | -29.2% | -9.8% |
| 6M | -7.7% | +4.0% | -11.8% | -12.0% |
| YTD | -18.2% | +123.1% | -141.3% | -31.0% |
| 1Y | +6.0% | +196.9% | -190.9% | -17.4% |
| All | +34.4% | -0.4% | +34.8% | +3.5% |
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 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