+74.4%
TSLA vs FSLY
+2.5%
+71.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -1.4% |
| 7D | +8.9% | +4.9% | +4.1% | +8.3% |
| 30D | +6.3% | -33.5% | +39.8% | +10.7% |
| 3M | +14.8% | -44.6% | +59.4% | +20.9% |
| 6M | -12.4% | -9.2% | -3.1% | -12.6% |
| YTD | -13.2% | +63.3% | -76.5% | -23.9% |
| 1Y | -2.9% | +45.3% | -48.2% | -13.4% |
| 3Y | +74.4% | +3.7% | +70.7% | +31.2% |
| All | +74.4% | +2.5% | +71.9% | +31.2% |
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