-3.2%
FSLY vs TRGP
+261.7%
-265.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +5.9% |
| 7D | +11.2% | -0.7% | +11.9% | +11.3% |
| 30D | -18.2% | +9.5% | -27.6% | -20.3% |
| 3M | +21.9% | +10.8% | +11.1% | +17.8% |
| 6M | +4.0% | +25.3% | -21.3% | -4.7% |
| YTD | +123.1% | +60.3% | +62.8% | +83.6% |
| 1Y | +196.9% | +84.6% | +112.3% | +128.6% |
| All | -3.2% | +261.7% | -265.0% | -28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling