+161.6%
TJX vs FSLY
+5.6%
+155.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.7% | -7.8% | -2.5% |
| 7D | -4.0% | +11.2% | -15.1% | -4.6% |
| 30D | -20.3% | -18.2% | -2.2% | -19.5% |
| 3M | -23.3% | +21.9% | -45.2% | -24.6% |
| 6M | -19.7% | +4.0% | -23.8% | -21.7% |
| YTD | -17.1% | +123.1% | -140.2% | -24.2% |
| 1Y | -8.8% | +196.9% | -205.7% | -18.9% |
| 3Y | +43.4% | -1.3% | +44.7% | +33.2% |
| 5Y | +95.2% | -50.2% | +145.4% | +78.7% |
| All | +161.6% | +5.6% | +155.9% | +81.8% |
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