+76.9%
TSM vs FSLY
+188.8%
-112.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.4% | -2.0% | +2.2% |
| 7D | +6.0% | +3.5% | +2.6% | +5.9% |
| 30D | +4.5% | -6.4% | +10.9% | +4.7% |
| 3M | +3.1% | +10.9% | -7.8% | +2.7% |
| 6M | +30.2% | +6.7% | +23.5% | +29.6% |
| YTD | +45.2% | +111.1% | -65.9% | +44.0% |
| All | +76.9% | +188.8% | -112.0% | +76.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling