+97.2%
TJX vs FSLY
-47.3%
+144.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.4% |
| 7D | -4.6% | +12.5% | -17.1% | -5.2% |
| 30D | -17.2% | -18.8% | +1.7% | -16.3% |
| 3M | -24.9% | +22.7% | -47.6% | -26.2% |
| 6M | -19.7% | -3.7% | -16.0% | -21.2% |
| YTD | -17.2% | +127.5% | -144.7% | -24.5% |
| 1Y | -9.4% | +193.5% | -203.0% | -19.8% |
| 3Y | +43.1% | -1.3% | +44.4% | +34.0% |
| All | +97.2% | -47.3% | +144.5% | +75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling