+2,725.1%
TSLA vs FSLY
-20.0%
+2,745.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | +15.6% | +11.8% | +3.9% | +12.9% |
| 30D | +5.9% | -36.5% | +42.5% | +15.4% |
| 3M | +21.4% | -39.7% | +61.1% | +31.6% |
| 6M | -8.3% | -9.7% | +1.4% | -9.9% |
| YTD | -11.6% | +68.9% | -80.5% | -34.6% |
| 1Y | -7.7% | +44.5% | -52.2% | -29.2% |
| 3Y | +85.2% | +4.8% | +80.3% | +33.2% |
| 5Y | +15.4% | -66.0% | +81.4% | -3.6% |
| All | +2,725.1% | -20.0% | +2,745.1% | +1,687.9% |
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