-12.6%
TTWO vs FSLY
+210.9%
-223.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -0.7% |
| 7D | +0.4% | +12.5% | -12.1% | +0.5% |
| 30D | -11.3% | -18.8% | +7.5% | -11.5% |
| 3M | +1.6% | +22.7% | -21.1% | +2.1% |
| 6M | +2.1% | -3.7% | +5.8% | +2.8% |
| YTD | -15.8% | +127.5% | -143.3% | -11.8% |
| 1Y | -12.6% | +193.5% | -206.1% | -8.5% |
| All | -12.6% | +210.9% | -223.5% | -8.5% |
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