+396.9%
TT vs FSLY
-25.7%
+422.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.8% | +3.9% | +4.6% |
| 7D | +1.7% | -22.4% | +24.2% | +3.0% |
| 30D | -11.8% | -45.5% | +33.6% | -9.2% |
| 3M | -12.6% | -30.4% | +17.8% | -11.6% |
| 6M | -9.4% | -22.1% | +12.7% | -9.1% |
| YTD | +8.8% | +57.0% | -48.2% | +2.5% |
| 1Y | -2.5% | +38.2% | -40.8% | -7.5% |
| 3Y | +95.7% | -2.5% | +98.2% | +82.6% |
| 5Y | +135.7% | -68.8% | +204.6% | +116.5% |
| All | +396.9% | -25.7% | +422.5% | +292.8% |
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