+1,171.1%
TSM vs FSLY
+5.6%
+1,165.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.7% | -6.5% | -1.5% |
| 7D | +4.8% | +11.2% | -6.4% | +3.5% |
| 30D | +4.0% | -18.2% | +22.2% | +6.1% |
| 3M | +2.0% | +21.9% | -19.9% | -1.2% |
| 6M | +25.5% | +4.0% | +21.5% | +19.8% |
| YTD | +44.0% | +123.1% | -79.1% | +21.1% |
| 1Y | +75.4% | +196.9% | -121.4% | +39.6% |
| 3Y | +406.7% | -1.3% | +408.0% | +339.4% |
| 5Y | +285.0% | -50.2% | +335.2% | +229.9% |
| All | +1,171.1% | +5.6% | +1,165.5% | +783.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling