+43.5%
TJX vs FSLY
-0.4%
+43.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -4.4% | +7.5% | -11.9% | -4.5% |
| 30D | -18.6% | -21.1% | +2.5% | -18.2% |
| 3M | -24.4% | +21.8% | -46.1% | -24.9% |
| 6M | -20.2% | -0.1% | -20.1% | -20.9% |
| YTD | -16.9% | +123.1% | -140.0% | -20.1% |
| 1Y | -8.5% | +208.6% | -217.1% | -13.4% |
| All | +43.5% | -0.4% | +43.9% | +37.2% |
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