+164.3%
FSLY vs TPG
+0.9%
+163.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.8% | -0.7% |
| 7D | -22.2% | +12.5% | -34.7% | -23.5% |
| 30D | -19.1% | +12.7% | -31.8% | -20.7% |
| 3M | -15.7% | +3.5% | -19.2% | -15.7% |
| 6M | -23.5% | +14.1% | -37.6% | -24.4% |
| YTD | +106.6% | -18.5% | +125.1% | +121.1% |
| 1Y | +164.3% | -1.8% | +166.1% | +115.5% |
| All | +164.3% | +0.9% | +163.3% | +115.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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