+207.7%
TXN vs FSLY
+7.7%
+200.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.0% | +1.8% | +3.6% |
| 7D | +4.0% | +12.5% | -8.5% | +2.8% |
| 30D | -2.9% | -18.8% | +16.0% | -1.1% |
| 3M | -9.1% | +22.7% | -31.8% | -11.6% |
| 6M | +36.6% | -3.7% | +40.3% | +32.4% |
| YTD | +57.5% | +127.5% | -70.0% | +35.6% |
| 1Y | +49.5% | +193.5% | -144.0% | +23.2% |
| 3Y | +76.5% | -1.3% | +77.9% | +56.0% |
| 5Y | +62.4% | -47.3% | +109.7% | +42.2% |
| All | +207.7% | +7.7% | +200.0% | +106.4% |
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