-66.5%
FSLY vs TRGP
+504.4%
-570.9%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.7% | -3.5% |
| 7D | +4.9% | +12.4% | -7.5% | -0.5% |
| 30D | -33.5% | +2.6% | -36.1% | -34.0% |
| 3M | -44.6% | +11.9% | -56.5% | -47.5% |
| 6M | -9.2% | +13.9% | -23.1% | -15.5% |
| YTD | +63.3% | +64.2% | -0.9% | +22.6% |
| 1Y | +45.3% | +78.5% | -33.2% | +3.7% |
| 3Y | +3.7% | +272.9% | -269.2% | -53.8% |
| All | -66.5% | +504.4% | -570.9% | -88.7% |
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