-48.4%
FSLY vs TRGP
+625.7%
-674.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +6.1% |
| 7D | +11.2% | -0.7% | +11.9% | +11.5% |
| 30D | -18.2% | +9.5% | -27.6% | -21.8% |
| 3M | +21.9% | +10.8% | +11.1% | +15.0% |
| 6M | +4.0% | +25.3% | -21.3% | -9.1% |
| YTD | +123.1% | +60.3% | +62.8% | +70.1% |
| 1Y | +196.9% | +84.6% | +112.3% | +108.8% |
| 3Y | -1.3% | +264.4% | -265.6% | -54.4% |
| All | -48.4% | +625.7% | -674.0% | -80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling