-52.4%
FSLY vs TXT
+12.6%
-65.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.8% | +3.8% |
| 7D | +3.5% | -0.2% | +3.7% | +3.7% |
| 30D | -6.4% | -11.1% | +4.7% | +4.2% |
| 3M | +10.9% | -13.0% | +23.9% | +24.0% |
| 6M | +6.7% | -16.2% | +22.9% | +23.3% |
| YTD | +111.1% | -8.7% | +119.8% | +121.3% |
| 1Y | +185.8% | -3.8% | +189.6% | +183.7% |
| 3Y | -6.6% | +5.5% | -12.1% | -19.1% |
| 5Y | -52.4% | +12.3% | -64.7% | -61.3% |
| All | -52.4% | +12.6% | -65.0% | -61.3% |
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