+102.0%
TTWO vs FSLY
+7.7%
+94.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -0.9% |
| 7D | +0.4% | +12.5% | -12.1% | -0.6% |
| 30D | -11.3% | -18.8% | +7.5% | -10.0% |
| 3M | +1.6% | +22.7% | -21.1% | -0.8% |
| 6M | +2.1% | -3.7% | +5.8% | -0.8% |
| YTD | -15.8% | +127.5% | -143.3% | -26.2% |
| 1Y | -12.6% | +193.5% | -206.1% | -26.3% |
| 3Y | +48.2% | -1.3% | +49.5% | +33.4% |
| 5Y | +40.0% | -47.3% | +87.3% | +24.1% |
| All | +102.0% | +7.7% | +94.3% | +52.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling