-26.3%
FSLY vs TPG
+74.1%
-100.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +0.8% |
| 7D | +12.5% | -9.4% | +21.9% | +20.5% |
| 30D | -18.8% | -5.3% | -13.6% | -16.0% |
| 3M | +22.7% | +12.9% | +9.8% | +9.9% |
| 6M | -3.7% | +20.1% | -23.8% | -19.2% |
| YTD | +127.5% | -22.5% | +150.0% | +164.0% |
| 1Y | +193.5% | -19.7% | +213.2% | +226.4% |
| 3Y | -1.3% | +81.2% | -82.5% | -51.2% |
| All | -26.3% | +74.1% | -100.4% | -62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling