+429.2%
TT vs FSLY
-4.2%
+433.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +0.7% |
| 7D | -0.2% | -10.6% | +10.4% | +0.3% |
| 30D | -7.4% | -20.9% | +13.5% | -6.5% |
| 3M | -3.2% | +3.4% | -6.6% | -3.8% |
| 6M | +1.1% | +2.7% | -1.6% | -0.8% |
| YTD | +15.6% | +102.3% | -86.6% | +8.0% |
| 1Y | +9.2% | +182.1% | -172.9% | -0.8% |
| 3Y | +124.4% | -14.6% | +138.9% | +112.1% |
| 5Y | +138.0% | -55.9% | +193.9% | +116.3% |
| All | +429.2% | -4.2% | +433.4% | +315.0% |
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