+36.1%
FSLY vs TXT
+5.9%
+30.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | 0.0% | +1.2% |
| 7D | -22.9% | -1.1% | -21.9% | -22.6% |
| 30D | -44.6% | +17.1% | -61.6% | -47.4% |
| 3M | -41.5% | -2.6% | -38.8% | -39.7% |
| 6M | -20.8% | -4.6% | -16.3% | -18.9% |
| YTD | +59.5% | -0.3% | +59.9% | +63.0% |
| 1Y | +36.1% | +5.9% | +30.2% | +23.8% |
| All | +36.1% | +5.9% | +30.2% | +23.8% |
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 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