-23.1%
FSLY vs TXG
+27.0%
-50.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.3% | -1.3% | +0.4% |
| 7D | +12.5% | +9.5% | +3.0% | +7.7% |
| 30D | -18.8% | +18.8% | -37.6% | -26.0% |
| 3M | +22.7% | +136.1% | -113.4% | -21.7% |
| 6M | -3.7% | +235.2% | -238.9% | -50.0% |
| YTD | +127.5% | +320.5% | -193.0% | +0.9% |
| 1Y | +193.5% | +425.2% | -231.7% | +11.3% |
| 3Y | -1.3% | +42.9% | -44.2% | -32.7% |
| 5Y | -47.3% | -62.8% | +15.5% | -32.2% |
| All | -23.1% | +27.0% | -50.1% | -24.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling