-5.3%
FSLY vs TXT
+59.8%
-65.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.4% | +5.2% | +5.5% |
| 7D | +11.2% | +0.8% | +10.3% | +10.8% |
| 30D | -18.2% | -10.4% | -7.7% | -13.7% |
| 3M | +21.9% | -14.3% | +36.2% | +30.6% |
| 6M | +4.0% | -15.1% | +19.1% | +11.9% |
| YTD | +123.1% | -8.3% | +131.4% | +130.3% |
| 1Y | +196.9% | -0.7% | +197.6% | +195.5% |
| 3Y | -1.3% | +6.0% | -7.2% | -4.1% |
| 5Y | -50.2% | +12.5% | -62.7% | -52.0% |
| All | -5.3% | +59.8% | -65.2% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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