+182.1%
FSLY vs TD
+64.8%
+117.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.3% |
| 7D | -10.6% | +0.3% | -10.9% | -10.6% |
| 30D | -20.9% | +0.4% | -21.3% | -20.8% |
| 3M | +3.4% | +7.6% | -4.2% | +5.2% |
| 6M | +2.7% | +25.0% | -22.3% | +6.6% |
| YTD | +102.3% | +31.0% | +71.3% | +111.5% |
| 1Y | +182.1% | +65.2% | +116.9% | +141.3% |
| All | +182.1% | +64.8% | +117.3% | +141.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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