+70.1%
TXN vs FSLY
-0.4%
+70.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +2.0% | +7.5% | -5.6% | +1.5% |
| 30D | -8.0% | -21.1% | +13.1% | -6.7% |
| 3M | -7.8% | +21.8% | -29.5% | -9.3% |
| 6M | +32.4% | -0.1% | +32.5% | +29.4% |
| YTD | +51.7% | +123.1% | -71.4% | +37.8% |
| 1Y | +44.3% | +208.6% | -164.3% | +24.5% |
| All | +70.1% | -0.4% | +70.5% | +51.8% |
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