+2,416.8%
TSLA vs FSLY
-4.2%
+2,421.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.5% | -3.4% | -5.4% |
| 7D | +1.5% | -10.6% | +12.2% | +4.0% |
| 30D | +10.1% | -20.9% | +31.0% | +14.4% |
| 3M | -15.4% | +3.4% | -18.8% | -17.1% |
| 6M | -12.8% | +2.7% | -15.5% | -20.3% |
| YTD | -21.3% | +102.3% | -123.5% | -42.6% |
| 1Y | +4.6% | +182.1% | -177.5% | -32.6% |
| 3Y | +44.5% | -14.6% | +59.1% | +13.4% |
| 5Y | +44.8% | -55.9% | +100.7% | +16.1% |
| All | +2,416.8% | -4.2% | +2,421.0% | +1,467.1% |
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