+812.9%
TTMI vs FSLY
-49.3%
+862.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +5.7% | -9.6% | -4.5% |
| 7D | +7.5% | +11.2% | -3.7% | +6.2% |
| 30D | -4.5% | -18.2% | +13.7% | -2.6% |
| 3M | -28.5% | +21.9% | -50.4% | -30.5% |
| 6M | +28.4% | +4.0% | +24.3% | +23.7% |
| YTD | +80.1% | +123.1% | -43.0% | +56.4% |
| 1Y | +161.0% | +196.9% | -35.8% | +117.1% |
| 3Y | +862.4% | -1.3% | +863.7% | +743.9% |
| 5Y | +812.9% | -50.2% | +863.2% | +628.9% |
| All | +812.9% | -49.3% | +862.3% | +628.9% |
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