-14.2%
FSLY vs TRGP
+747.5%
-761.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.2% |
| 7D | -10.6% | +0.8% | -11.4% | -10.8% |
| 30D | -20.9% | +11.5% | -32.4% | -23.5% |
| 3M | +3.4% | +9.0% | -5.6% | +0.3% |
| 6M | +2.7% | +20.5% | -17.8% | -4.0% |
| YTD | +102.3% | +59.5% | +42.7% | +73.9% |
| 1Y | +182.1% | +77.9% | +104.1% | +134.7% |
| 3Y | -14.6% | +253.6% | -268.1% | -41.7% |
| 5Y | -55.9% | +615.5% | -671.4% | -74.4% |
| All | -14.2% | +747.5% | -761.7% | -55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling