-3.2%
FSLY vs TD
+123.9%
-127.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.1% | +6.8% | +6.3% |
| 7D | +11.2% | -1.9% | +13.1% | +12.4% |
| 30D | -18.2% | -1.6% | -16.6% | -17.1% |
| 3M | +21.9% | +4.6% | +17.3% | +19.0% |
| 6M | +4.0% | +26.8% | -22.8% | -9.3% |
| YTD | +123.1% | +28.3% | +94.8% | +91.2% |
| 1Y | +196.9% | +60.4% | +136.4% | +113.4% |
| All | -3.2% | +123.9% | -127.1% | -50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling