+1,114.6%
TTMI vs FSLY
+7.7%
+1,106.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.0% | +1.4% | +3.2% |
| 7D | +0.7% | +12.5% | -11.8% | -0.5% |
| 30D | -8.4% | -18.8% | +10.4% | -6.6% |
| 3M | -32.5% | +22.7% | -55.1% | -34.3% |
| 6M | +32.5% | -3.7% | +36.2% | +28.9% |
| YTD | +83.2% | +127.5% | -44.3% | +59.7% |
| 1Y | +161.7% | +193.5% | -31.9% | +120.3% |
| 3Y | +890.1% | -1.3% | +891.5% | +780.6% |
| 5Y | +832.4% | -47.3% | +879.8% | +719.0% |
| All | +1,114.6% | +7.7% | +1,106.9% | +689.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling