+196.5%
TXN vs FSLY
0.0%
+196.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.2% | -0.2% |
| 7D | +2.2% | +3.5% | -1.3% | +1.8% |
| 30D | -9.5% | -6.4% | -3.1% | -9.3% |
| 3M | -10.5% | +10.9% | -21.4% | -12.1% |
| 6M | +35.4% | +6.7% | +28.7% | +29.7% |
| YTD | +51.8% | +111.1% | -59.3% | +31.7% |
| 1Y | +42.9% | +185.8% | -142.8% | +17.9% |
| 3Y | +71.3% | -6.6% | +77.9% | +52.1% |
| 5Y | +58.0% | -52.4% | +110.4% | +39.8% |
| All | +196.5% | 0.0% | +196.5% | +100.3% |
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