+182.1%
FSLY vs TPG
-6.0%
+188.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.2% |
| 7D | -10.6% | -2.4% | -8.2% | -10.0% |
| 30D | -20.9% | +11.1% | -32.0% | -22.7% |
| 3M | +3.4% | +26.3% | -22.8% | -1.9% |
| 6M | +2.7% | +18.3% | -15.6% | +0.1% |
| YTD | +102.3% | -14.4% | +116.7% | +118.5% |
| 1Y | +182.1% | -6.7% | +188.8% | +171.2% |
| All | +182.1% | -6.0% | +188.1% | +171.2% |
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