-3.3%
FSLY vs TXT
+9.4%
-12.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.0% | +5.0% | +4.4% |
| 7D | -31.4% | -2.5% | -28.9% | -30.3% |
| 30D | -37.3% | +14.4% | -51.7% | -43.7% |
| 3M | -30.1% | -4.9% | -25.2% | -28.0% |
| 6M | -49.8% | -10.2% | -39.6% | -46.3% |
| YTD | +55.7% | -4.1% | +59.8% | +54.6% |
| 1Y | +44.5% | +4.0% | +40.5% | +33.4% |
| All | -3.3% | +9.4% | -12.7% | -19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling