-69.1%
FSLY vs TXT
+10.5%
-79.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.0% | +5.0% | +4.8% |
| 7D | -31.4% | -2.5% | -28.9% | -29.9% |
| 30D | -37.3% | +14.4% | -51.7% | -45.6% |
| 3M | -30.1% | -4.9% | -25.2% | -28.2% |
| 6M | -49.8% | -10.2% | -39.6% | -46.0% |
| YTD | +55.7% | -4.1% | +59.8% | +52.9% |
| 1Y | +44.5% | +4.0% | +40.5% | +30.5% |
| 3Y | -4.3% | +8.0% | -12.3% | -20.9% |
| All | -69.1% | +10.5% | -79.6% | -75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling