-3.2%
FSLY vs TXG
+41.0%
-44.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.6% | +3.1% | +4.8% |
| 7D | +11.2% | +9.1% | +2.0% | +8.2% |
| 30D | -18.2% | +14.9% | -33.1% | -22.0% |
| 3M | +21.9% | +120.0% | -98.1% | -6.5% |
| 6M | +4.0% | +221.8% | -217.8% | -30.7% |
| YTD | +123.1% | +312.6% | -189.5% | +32.4% |
| 1Y | +196.9% | +398.4% | -201.6% | +59.6% |
| All | -3.2% | +41.0% | -44.3% | -10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling