+91.5%
TT vs FSLY
+2.5%
+88.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -1.3% |
| 7D | +4.0% | +4.9% | -0.8% | +3.8% |
| 30D | -11.3% | -33.5% | +22.2% | -9.9% |
| 3M | -12.3% | -44.6% | +32.3% | -10.5% |
| 6M | -10.8% | -9.2% | -1.6% | -11.1% |
| YTD | +8.2% | +63.3% | -55.1% | +3.8% |
| 1Y | +1.5% | +45.3% | -43.8% | -1.9% |
| 3Y | +91.5% | +3.7% | +87.7% | +78.6% |
| All | +91.5% | +2.5% | +88.9% | +78.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling