+41.6%
TXN vs FSLY
+181.7%
-140.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.3% | +1.9% |
| 7D | -0.1% | -10.6% | +10.6% | +0.1% |
| 30D | -6.9% | -20.9% | +14.0% | -6.6% |
| 3M | -14.9% | +3.4% | -18.4% | -14.9% |
| 6M | +29.0% | +2.7% | +26.3% | +29.6% |
| YTD | +51.5% | +102.3% | -50.8% | +54.4% |
| 1Y | +41.6% | +182.1% | -140.5% | +44.6% |
| All | +41.6% | +181.7% | -140.1% | +44.6% |
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 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