-5.3%
FSLY vs TRGP
+752.9%
-758.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +7.5% | -0.6% | +8.1% | +7.7% |
| 30D | -21.1% | +10.0% | -31.1% | -23.4% |
| 3M | +21.8% | +7.6% | +14.2% | +18.6% |
| 6M | -0.1% | +26.8% | -26.9% | -8.0% |
| YTD | +123.1% | +60.6% | +62.5% | +91.5% |
| 1Y | +208.6% | +82.5% | +126.1% | +155.1% |
| 3Y | -1.3% | +265.0% | -266.3% | -33.2% |
| 5Y | -48.4% | +645.9% | -694.3% | -70.3% |
| All | -5.3% | +752.9% | -758.3% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 10y: compounded portfolio wealth divided by compounded TRGP 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…
10y analysis · Full analysis span regression · 6 months rolling