-17.2%
TTWO vs FSLY
+161.0%
-178.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.2% | +7.3% | +7.1% |
| 7D | +7.0% | -22.2% | +29.1% | +7.0% |
| 30D | +2.7% | -19.1% | +21.8% | +2.7% |
| 3M | -13.0% | -15.7% | +2.7% | -12.9% |
| 6M | -7.2% | -23.5% | +16.3% | -6.8% |
| YTD | -18.4% | +106.6% | -125.0% | -13.7% |
| 1Y | -17.2% | +164.3% | -181.5% | -11.9% |
| All | -17.2% | +161.0% | -178.2% | -11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling