+49.2%
TTWO vs FSLY
-0.4%
+49.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +1.3% | +7.5% | -6.2% | +1.1% |
| 30D | -13.4% | -21.1% | +7.7% | -12.9% |
| 3M | +3.1% | +21.8% | -18.7% | +2.3% |
| 6M | +3.8% | -0.1% | +3.9% | +2.7% |
| YTD | -15.3% | +123.1% | -138.3% | -18.5% |
| 1Y | -11.1% | +208.6% | -219.7% | -17.1% |
| All | +49.2% | -0.4% | +49.6% | +45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling