+1,106.5%
TTMI vs FSLY
-4.2%
+1,110.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.5% | +11.4% | +9.1% |
| 7D | +5.9% | -10.6% | +16.5% | +7.0% |
| 30D | -4.3% | -20.9% | +16.6% | -2.5% |
| 3M | -32.0% | +3.4% | -35.5% | -32.7% |
| 6M | +19.5% | +2.7% | +16.7% | +15.5% |
| YTD | +82.0% | +102.3% | -20.2% | +60.6% |
| 1Y | +172.6% | +182.1% | -9.4% | +130.2% |
| 3Y | +744.7% | -14.6% | +759.2% | +662.3% |
| 5Y | +805.6% | -55.9% | +861.5% | +709.5% |
| All | +1,106.5% | -4.2% | +1,110.8% | +693.4% |
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