+196.9%
FSLY vs TXT
-3.0%
+199.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.4% | +5.2% | +5.4% |
| 7D | +11.2% | +0.8% | +10.3% | +10.7% |
| 30D | -18.2% | -10.4% | -7.7% | -13.3% |
| 3M | +21.9% | -14.3% | +36.2% | +31.0% |
| 6M | +4.0% | -15.1% | +19.1% | +12.0% |
| YTD | +123.1% | -8.3% | +131.4% | +128.7% |
| 1Y | +196.9% | -0.7% | +197.6% | +163.9% |
| All | +196.9% | -3.0% | +199.9% | +163.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling