+84.6%
TGT vs FSLY
+181.7%
-97.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.3% |
| 7D | +0.8% | -10.6% | +11.4% | +0.7% |
| 30D | +12.2% | -20.9% | +33.1% | +12.1% |
| 3M | +33.8% | +3.4% | +30.4% | +33.9% |
| 6M | +39.3% | +2.7% | +36.6% | +41.1% |
| YTD | +72.9% | +102.3% | -29.4% | +79.3% |
| 1Y | +84.6% | +182.1% | -97.5% | +95.1% |
| All | +84.6% | +181.7% | -97.1% | +95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 FSLY 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