-30.7%
FSLY vs TD
+204.2%
-234.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | +4.9% | +1.1% | +3.7% | +4.2% |
| 30D | -33.5% | +5.2% | -38.7% | -34.9% |
| 3M | -44.6% | +1.2% | -45.9% | -44.5% |
| 6M | -9.2% | +17.7% | -27.0% | -16.6% |
| YTD | +63.3% | +34.2% | +29.0% | +38.4% |
| 1Y | +45.3% | +55.4% | -10.1% | +12.4% |
| 3Y | +3.7% | +130.4% | -126.7% | -36.8% |
| 5Y | -67.2% | +101.8% | -169.0% | -78.2% |
| All | -30.7% | +204.2% | -234.9% | -54.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling