-48.4%
FSLY vs TXG
-64.0%
+15.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.7% |
| 7D | +7.5% | +5.0% | +2.5% | +5.0% |
| 30D | -21.1% | +13.5% | -34.6% | -26.6% |
| 3M | +21.8% | +128.0% | -106.3% | -21.9% |
| 6M | -0.1% | +224.4% | -224.6% | -48.3% |
| YTD | +123.1% | +307.0% | -183.9% | -2.2% |
| 1Y | +208.6% | +427.2% | -218.7% | +12.0% |
| 3Y | -1.3% | +40.2% | -41.4% | -29.8% |
| 5Y | -48.4% | -64.0% | +15.7% | -17.5% |
| All | -48.4% | -64.0% | +15.7% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling