+10.7%
TTMI vs FSLY
+161.0%
-150.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.2% | -9.9% | -10.1% |
| 7D | -19.2% | -22.2% | +3.0% | -17.2% |
| 30D | -44.9% | -19.1% | -25.8% | -43.7% |
| 3M | -44.7% | -15.7% | -29.0% | -43.8% |
| 6M | -53.4% | -23.5% | -29.9% | -52.7% |
| YTD | +6.3% | +106.6% | -100.3% | +4.6% |
| 1Y | +10.7% | +164.3% | -153.6% | +6.2% |
| All | +10.7% | +161.0% | -150.3% | +6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling