+1,060.7%
TSM vs FSLY
-24.5%
+1,085.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.8% |
| 7D | -2.1% | -22.9% | +20.9% | +0.9% |
| 30D | -12.5% | -44.6% | +32.0% | -6.7% |
| 3M | -5.0% | -41.5% | +36.5% | -0.2% |
| 6M | -3.2% | -20.8% | +17.6% | -2.5% |
| YTD | +31.5% | +59.5% | -28.0% | +13.9% |
| 1Y | +35.7% | +36.1% | -0.4% | +19.9% |
| 3Y | +323.5% | -1.0% | +324.5% | +263.1% |
| 5Y | +263.4% | -66.9% | +330.3% | +224.3% |
| All | +1,060.7% | -24.5% | +1,085.2% | +731.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling