+125.8%
TXN vs FSLY
+2.5%
+123.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.3% | +0.5% | -2.6% |
| 7D | +9.5% | +4.9% | +4.6% | +9.1% |
| 30D | +8.7% | -33.5% | +42.2% | +11.4% |
| 3M | +11.6% | -44.6% | +56.2% | +15.1% |
| 6M | +0.1% | -9.2% | +9.3% | 0.0% |
| YTD | +78.8% | +63.3% | +15.5% | +66.7% |
| 1Y | +91.2% | +45.3% | +45.9% | +80.2% |
| 3Y | +125.8% | +3.7% | +122.1% | +93.7% |
| All | +125.8% | +2.5% | +123.3% | +93.7% |
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