-14.2%
FSLY vs TXT
+58.2%
-72.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.3% |
| 7D | -10.6% | -4.8% | -5.9% | -8.5% |
| 30D | -20.9% | -10.6% | -10.3% | -16.5% |
| 3M | +3.4% | -13.2% | +16.6% | +9.9% |
| 6M | +2.7% | -20.3% | +23.1% | +13.8% |
| YTD | +102.3% | -9.3% | +111.5% | +109.8% |
| 1Y | +182.1% | -2.7% | +184.7% | +183.3% |
| 3Y | -14.6% | +1.4% | -15.9% | -15.5% |
| 5Y | -55.9% | +9.6% | -65.5% | -57.2% |
| All | -14.2% | +58.2% | -72.4% | -19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling