+46.5%
TSLA vs FSLY
-54.2%
+100.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.4% | -0.4% | +3.1% |
| 7D | +3.4% | +3.5% | -0.1% | +2.7% |
| 30D | +12.0% | -6.4% | +18.4% | +12.6% |
| 3M | -10.0% | +10.9% | -20.9% | -13.0% |
| 6M | -7.2% | +6.7% | -13.9% | -15.8% |
| YTD | -18.1% | +111.1% | -129.2% | -40.6% |
| 1Y | +6.3% | +185.8% | -179.5% | -32.0% |
| 3Y | +48.2% | -6.6% | +54.7% | +15.1% |
| 5Y | +46.5% | -52.4% | +98.9% | +13.2% |
| All | +46.5% | -54.2% | +100.7% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling