+100.0%
TTWO vs FSLY
0.0%
+100.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.0% | -1.0% |
| 7D | -1.6% | +3.5% | -5.0% | -1.9% |
| 30D | -13.5% | -6.4% | -7.1% | -13.3% |
| 3M | +0.3% | +10.9% | -10.5% | -1.2% |
| 6M | +0.8% | +6.7% | -5.9% | -3.0% |
| YTD | -16.7% | +111.1% | -127.8% | -26.4% |
| 1Y | -14.3% | +185.8% | -200.0% | -27.7% |
| 3Y | +49.4% | -6.6% | +56.0% | +35.0% |
| 5Y | +33.8% | -52.4% | +86.2% | +19.6% |
| All | +100.0% | 0.0% | +100.0% | +51.6% |
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