+168.4%
TGT vs FSLY
+7.7%
+160.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.1% |
| 7D | -5.2% | +12.5% | -17.7% | -6.2% |
| 30D | +1.2% | -18.8% | +20.0% | +2.6% |
| 3M | +18.4% | +22.7% | -4.3% | +15.5% |
| 6M | +33.4% | -3.7% | +37.1% | +30.0% |
| YTD | +63.8% | +127.5% | -63.7% | +44.7% |
| 1Y | +77.2% | +193.5% | -116.4% | +50.5% |
| 3Y | +41.8% | -1.3% | +43.1% | +27.9% |
| 5Y | -25.5% | -47.3% | +21.8% | -34.9% |
| All | +168.4% | +7.7% | +160.7% | +84.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling