-31.6%
FSLY vs TXG
+16.0%
-47.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.1% |
| 7D | -10.6% | +1.8% | -12.4% | -11.3% |
| 30D | -20.9% | +32.0% | -52.9% | -31.4% |
| 3M | +3.4% | +87.0% | -83.6% | -26.4% |
| 6M | +2.7% | +180.1% | -177.3% | -41.8% |
| YTD | +102.3% | +284.1% | -181.9% | -6.3% |
| 1Y | +182.1% | +361.7% | -179.6% | +14.0% |
| 3Y | -14.6% | +15.9% | -30.5% | -34.7% |
| 5Y | -55.9% | -66.2% | +10.3% | -40.6% |
| All | -31.6% | +16.0% | -47.6% | -29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling