+183.2%
TGT vs FSLY
-4.2%
+187.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.5% |
| 7D | +0.8% | -10.6% | +11.4% | +1.6% |
| 30D | +12.2% | -20.9% | +33.1% | +13.8% |
| 3M | +33.8% | +3.4% | +30.4% | +32.4% |
| 6M | +39.3% | +2.7% | +36.6% | +34.8% |
| YTD | +72.9% | +102.3% | -29.4% | +54.2% |
| 1Y | +84.6% | +182.1% | -97.5% | +57.0% |
| 3Y | +46.2% | -14.6% | +60.8% | +33.5% |
| 5Y | -21.3% | -55.9% | +34.6% | -30.2% |
| All | +183.2% | -4.2% | +187.4% | +97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling