+146.0%
TT vs FSLY
-55.9%
+201.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.4% | +1.0% |
| 7D | 0.0% | -10.6% | +10.6% | +0.7% |
| 30D | -7.2% | -20.9% | +13.7% | -6.0% |
| 3M | -3.0% | +3.4% | -6.4% | -3.8% |
| 6M | +1.4% | +2.7% | -1.4% | -1.2% |
| YTD | +15.9% | +102.3% | -86.4% | +5.7% |
| 1Y | +9.4% | +182.1% | -172.6% | -4.3% |
| 3Y | +124.4% | -14.6% | +138.9% | +109.9% |
| All | +146.0% | -55.9% | +201.9% | +103.6% |
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 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