+1,181.7%
TSM vs FSLY
0.0%
+1,181.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.4% | -2.0% | +1.8% |
| 7D | +6.0% | +3.5% | +2.6% | +5.6% |
| 30D | +4.5% | -6.4% | +10.9% | +4.7% |
| 3M | +3.1% | +10.9% | -7.8% | +1.0% |
| 6M | +30.2% | +6.7% | +23.5% | +23.8% |
| YTD | +45.2% | +111.1% | -65.9% | +22.9% |
| 1Y | +79.6% | +185.8% | -106.2% | +43.5% |
| 3Y | +411.0% | -6.6% | +417.6% | +346.1% |
| 5Y | +290.7% | -52.4% | +343.1% | +236.7% |
| All | +1,181.7% | 0.0% | +1,181.8% | +797.2% |
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 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