+41.7%
TGT vs FSLY
-0.4%
+42.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -5.0% | +7.5% | -12.6% | -5.3% |
| 30D | +3.0% | -21.1% | +24.1% | +3.9% |
| 3M | +22.6% | +21.8% | +0.8% | +21.1% |
| 6M | +31.2% | -0.1% | +31.3% | +29.5% |
| YTD | +63.7% | +123.1% | -59.4% | +54.4% |
| 1Y | +78.5% | +208.6% | -130.1% | +62.3% |
| All | +41.7% | -0.4% | +42.1% | +29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling