+127.9%
TT vs FSLY
-68.3%
+196.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.1% | -0.7% | +2.2% |
| 7D | -2.0% | -31.4% | +29.4% | +0.4% |
| 30D | -14.0% | -37.3% | +23.3% | -11.6% |
| 3M | -15.9% | -30.1% | +14.2% | -14.7% |
| 6M | -17.3% | -49.8% | +32.5% | -15.0% |
| YTD | +4.0% | +55.7% | -51.7% | -4.5% |
| 1Y | -7.1% | +44.5% | -51.6% | -14.2% |
| 3Y | +90.2% | -4.3% | +94.6% | +72.6% |
| All | +127.9% | -68.3% | +196.2% | +100.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling