+164.3%
FSLY vs TXG
+406.9%
-242.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.4% | -3.6% | -0.7% |
| 7D | -22.2% | -19.3% | -2.9% | -19.6% |
| 30D | -19.1% | -30.9% | +11.8% | -15.9% |
| 3M | -15.7% | +41.1% | -56.8% | -17.6% |
| 6M | -23.5% | +211.9% | -235.4% | -25.7% |
| YTD | +106.6% | +314.0% | -207.3% | +99.5% |
| 1Y | +164.3% | +405.4% | -241.1% | +156.5% |
| All | +164.3% | +406.9% | -242.6% | +156.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling