-5.3%
FSLY vs TD
+193.2%
-198.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.5% |
| 7D | +7.5% | -2.6% | +10.1% | +9.1% |
| 30D | -21.1% | -1.0% | -20.1% | -20.4% |
| 3M | +21.8% | +5.6% | +16.1% | +18.2% |
| 6M | -0.1% | +27.1% | -27.2% | -12.8% |
| YTD | +123.1% | +29.4% | +93.7% | +91.8% |
| 1Y | +208.6% | +60.7% | +147.9% | +132.5% |
| 3Y | -1.3% | +127.6% | -128.9% | -39.8% |
| 5Y | -48.4% | +125.4% | -173.8% | -66.9% |
| All | -5.3% | +193.2% | -198.6% | -36.8% |
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