+1,152.3%
TSM vs FSLY
-4.2%
+1,156.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.5% | +5.4% | +3.1% |
| 7D | +2.7% | -10.6% | +13.4% | +4.0% |
| 30D | +3.6% | -20.9% | +24.5% | +5.7% |
| 3M | -3.4% | +3.4% | -6.8% | -4.6% |
| 6M | +20.6% | +2.7% | +17.9% | +15.2% |
| YTD | +41.9% | +102.3% | -60.4% | +20.7% |
| 1Y | +84.4% | +182.1% | -97.7% | +47.5% |
| 3Y | +380.2% | -14.6% | +394.8% | +324.0% |
| 5Y | +275.3% | -55.9% | +331.2% | +226.2% |
| All | +1,152.3% | -4.2% | +1,156.5% | +781.0% |
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